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∞ filtering for continuous-time systems with pointwise time-varying delay |
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| 作者姓名： | Wei WANG Huanshui ZHANG |
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| 作者单位： | School of Control Science and Engineering,Shandong University |
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| 基金项目： | 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 |
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| 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.
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| 关 键 词： | Continuous-time systems H_∞filtering partial differential equations pointwise timevarying delay reorganized innovation analysis Riccati differential equations. |
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