In this paper the H-infinity filtering problem of a continuous-time process
is considered under the assumption that the measurement is sampled by a ge
neralized sampling device. Both cases of known and unknown initial conditio
ns are considered. The problem is treated via the lifting transformation, w
hich converts the problem to a pure discrete-time setting. It is shown that
if a suboptimal filter exists, it can always be presented in the form of a
finite-dimensional discrete-time (possibly time-varying) filter followed b
y a stationary generalized hold function. This extends previous results in
the literature, where a suboptimal filter of this structure (with an LTI di
screte-time part of the filter) was obtained for the case of known initial
conditions only. Also, the existence conditions of a suboptimal filter deri
ved in this paper are simpler than those known in the literature. (C) 1999
Elsevier Science Ltd. All rights reserved.