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H∞ filtering for discrete-time systems with time-varying delay

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  • Control Theory
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Abstract

The problem of H ∞ filtering for discrete-time systems with time-varying delay in measurement is investigated in this paper. First, under the assumption that the time-varying delay is of a known upper bound, the delayed measurement is re-described as the one with multiple state delays. Then the proposed H ∞ filtering problem is transformed into one for systems with multiple measurement channels that contain the same state information as the original measurement and each channel has a single constant delay. Finally, based on the reorganized innovation analysis approach in Krein space, a necessary and sufficient condition for the existence of an H ∞ filter which guarantees a prescribed attenuation level is derived. The solution to the H ∞ filtering is given in terms of the solutions to Riccati and matrix difference equations.

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Author information

Authors and Affiliations

  1. School of Control Science and Engineering, Shandong University, Jingshi Road 17923, Jinan, 250061, P. R. China

    Wei Wang & Huanshui Zhang

  2. School of Control Science and Engineering, University of Jinan, Jiwei Road 106, Jinan, 250022, P. R. China

    Chunyan Han

Authors
  1. Wei Wang
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  2. Huanshui Zhang
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  3. Chunyan Han
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Corresponding author

Correspondence to Huanshui Zhang.

Additional information

Recommended by Editorial Board member Poo Gyeon Park under the direction of Editor Young Il Lee. This work was supported by the National Natural Science Foundation for Distinguished Young Scholars of China (No.60825304), the National Basic Research Development Program of China (973 Program) (No.2009cb320600), the Independent Innovation Foundation of Shandong University (No. 2010GN064), and the Key Laboratory of Integrated Automation for the Process Industry (Northeastern University), Ministry of Education.

Wei Wang received his Ph.D. degree in Control Science and Engineering from Shenzhen Graduate School, Harbin Institute of Technology in 2010. He is currently a lecture at Shandong University. His research interests include optimal control and estimation.

Huanshui Zhang received his Ph.D. degree in Control Theory and Signal Processing from Northeastern University in 1997. He is currently a Professor in Shandong University. His research interests include optimal estimation and control, robust filtering and control, time delay systems, communication systems, stochastic systems, and singular systems.

Chunyan Han received her Ph.D. degree in Control Theory and Control Engineering from Shandong University. She is currently a lecture at the University of Jinan. Her main research interests include optimal estimation, Markovian jump linear systems, and time-delay systems.

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Wang, W., Zhang, H. & Han, C. H∞ filtering for discrete-time systems with time-varying delay. Int. J. Control Autom. Syst. 8, 1159–1170 (2010). https://doi.org/10.1007/s12555-010-0601-1

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  • DOI: https://doi.org/10.1007/s12555-010-0601-1

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