H_∞ FILTERING FOR CONTINUOUS-TIME SYSTEMS WITH POINTWISE TIME-VARYING DELAY  

作　　者：Wei WANG Huanshui ZHANG 

机构地区：[1]School of Control Science and Engineering,Shandong University

出　　处：《Journal of Systems Science & Complexity》2012年第1期90-104,共15页系统科学与复杂性学报（英文版）

基　　金：supported by the National Natural Science Foundation for Distinguished Young Scholars of China under Grant No.60825304;the National Basic Research Development Program of China under Grant No.973 Program,No.2009cb320600;the National Natural Science Foundation of China under Grant No. 61104050

摘　　要：The problem of H∞ filtering for continuous-time systems with pointwise time-varying delay is investigated in this paper. By applying an innovation analysis in Krein space, a necessary and sufficient condition for the existence of an H∞ filter is derived in two methods： One is the partial differential equation approach, the other is the reorganized innovation analysis approach. The former gives a solution to the proposed H∞ filtering problem in terms of the solution of a partial differential equation with boundary conditions. The later gives an analytical solution to the proposed H∞ filtering problem in terms of the solutions of Riccati and matrix differential equations.

关 键 词：Continuous-time systems H∞ filtering partial differential equations pointwise timevarying delay reorganized innovation analysis Riccati differential equations. 

分 类 号：O231[理学—运筹学与控制论]