H-infinity filtering for continuous-time linear systems with delay

The problem of H-infinity filtering for continuous-time linear systems with time-delayed measurement is investigated. The authors develop a methodolog y for designing linear filters which ensure a prescribed bound on the L-2 i nduced gain from the noise signals to the estimation error. Filtering probl ems for time-varying systems over a finite-horizon, as well as stationary i nfinite-horizon filtering for time-invariant systems, are tackled. In the f inite horizon case, our estimation procedure entails an overdesign that ste ms from the last d seconds of the time interval [0. T], where d is the dela y length. This overdesign becomes smaller as T increases, and it vanishes i n the infinite-horizon case.