Filtering on uncertainty time-lag systems with sampled measurements

This paper studies the problem of robust H_∞ filtering for a class of systems with parametric uncertainties and unknown time delays under sampled measurements. The parameter uncertainties considered here are real time-varying norm-bounded, appearing in both the state and output equations. An approach is presented for the designing of H_∞ filters, using sampled measurements, which would guarantee a prescribed H_∞ performance in the continuous-time context, irrespective of the parameter uncertainties and unknown time-delays. Both the cases of finite and infinite horizon filtering are investigated. It has been shown that the above robust H_∞ filtering problem can be solved in terms of differential Riccati equations with finite discrete jumps