Based on the differential game hybrid estimation for linear time-varying piecewise systems with output time delay

In this paper, a novel approach is proposed to study the game-theoretic estimation problems for linear continuous piecewise system with output delays, in which the game-theoretic estimators satisfy the saddle-point conditions of a two-player zero-sum differential game. The optimal solution and state estimation equation are given in different time periods. The known input and model uncertainty are discussed respectively; the saddle point is proved to be the optimal solution. For the different conditions, the boundary conditions and Riccati equations are given. Finally the design methods of the estimator are obtained.