Ce. De Souza et al., Robust H-infinity filter design for uncertain linear systems with multipletime-varying state delays, IEEE SIGNAL, 49(3), 2001, pp. 569-576
The problem of robust H-infinity filtering for continuous-time uncertain li
near systems with multiple time-varying delays in the state variables is in
vestigated in this paper. The uncertain parameters are supposed to belong t
o a given convex bounded polyhedral domain. The aim is to design a stable l
inear filter assuring asymptotic stability and a prescribed H-infinity perf
ormance level for the filtering error system, irrespective of the uncertain
ties and the time delays. Sufficient conditions for the existence of such a
filter are established in terms of linear matrix inequalities, which can b
e efficiently solved by means of powerful convex programming tools with glo
bal convergence assured. An example illustrates the proposed methodology.