Robust H∞ filter design for uncertain linear systems with state delay

This paper addresses the problem of robust H_∞ filtering for linear systems with state delay and parameter uncertainty. State delay exists in both state equations and measurement equations. The sufficient condition of the existence for the robust filter is derived and parameterized by the modified Riccati inequalities. For all admissible uncertainties, the filtering process remains robustly stable and the transfer function meets the prescribed H_∞-norm upper-bound constraints. The simulation example shows the validity and the applicability of the proposed approach.