Robust Filtering for Interconnected Uncertain Systems Under Sampled Measurements

Abstract

This paper presents the results of robust filtering for a class of interconnected uncertain systems under sampled measurements. We address the problem of designing filters, using sampled measurements, which would guarantee a prescribed H∞ performance in the continuous-time context, irrespective of the parameter uncertainty and unknown initial states. Both the cases of finite and infinite horizon filtering are investigated in terms of N pairs of Riccati equations with finite discrete jumps.