On reduced-order H∞ filtering for nonlinear systems with sampled measurements

This paper deals with the reduced-order H^∞ filtering problem for nonlinear continuous-time systems with sampled measurements. Using the concepts of dissipativity and differential game, sufficient conditions are derived for the existence of filters that satisfy a specified H^∞ performance bound. These conditions are expressed in terms of the solution of a differential Hamilton-Jacobi inequality with jumps. This differential Hamilton-Jacobi inequality is exactly the one used in the construction of full-order H^∞ filters. When these conditions hold, state-space formulae are also given for such filters.