Robust H_∞ filtering of linear systems with time-varying delay

A robust delay-dependent H_∞ filtering design is proposed for linear continuous systems with parameter uncertainty and time-varying delay. The resulting filter is of the general linear observer type and it guarantees that the induced L₂-norm of the system, relating the exogenous signals to the estimation error, is less than a prescribed level for all possible parameters that reside in a given polytope. Our design is based on the application of the descriptor model transformation and Park's inequality for the bounding of cross terms and is expected to be the least conservative as compared to existing design methods. A numerical example indeed demonstrates this advantage of the new filtering scheme.