标题：H-infinity filtering for discrete time-varying systems with delayed measurements
作者：Wang, Haoqian; Dai, Qionghai; Zhang, Chenghui; Liu, Xiaodong
作者机构：[Wang, HQ; Dai, QH; Zhang, CH; Liu, XD]Tsing Hua Univ, Dept Automat, Beijing 100084, Peoples R China.;[Wang, HQ; Dai, QH; Zhang, CH; Liu, 更多
会议名称：3rd International Conference on Impulsive Dynamical Systems and Applications
会议日期：JUL 21-23, 2006
来源：DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS
摘要：The problem of H-infinity filtering for linear discrete-time systems with delayed measurements is considered in this paper. By calculating certain inertia condition of an innovation matrix, a necessary and sufficient condition for the existence of a finite horizon H-infinity filter is derived. The innovation matrix is traditionally computed via a Riccati difference equation (RDE) of a augmented system which leads to computation expensive. By applying a novel reorganization innovation approach in Krein space, a simple calculation method of the innovation matrix can be derived. At last, the H-infinity filter which involves delayed measurements is given in terms of projection in Krein space by performing two RDEs of the same dimension as that of the original system.