On H∞ fixed-interval smoothing for linear continuous time-delay systems

This paper aims at the H∞ fixed-interval smoothing problem for linear continuous-time systems with l + 1 time-delay observations. Such problem will be converted into H2 fixed-interval smoothing problem for linear time-delay systems in indefinite space. Therefore, the H∞ fixed-interval smoothing problem is solved by using the orthogonal projection theory in indefinite space, and the fixed-interval smoother can be designed by performing l + 1 Riccati equations with the same dimension as the original systems. Moreover, the necessary and sufficient conditions for the existence of the H∞ fixed-interval smoother will also be given.