H∞ filtering for linear continuous-time systems with sampled measurements
Date
1998
Authors
Shi, P.
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Journal article
Citation
IMA Journal of Mathematical Control and Information, 1998; 15(4):349-362
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Abstract
The problem of H<inf>∞</inf> filtering of continuous-time systems with sampled measurements has been investigated. Both finite- and infinite-horizon cases have been considered. It has been shown that the sampled-data H<inf>∞</inf> filtering problem can be solved in terms of a differential Riccati equation with finite discrete jumps. When the system is time-invariant with zero initial condition, and an infinite horizon is concerned, the solution to the above problem is equivalent to a solution to a discrete-time algebraic Riccati equation.