H∞ Filtering for Discrete-Time Systems with Time-Varying Delay

The problem of H-infinity 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-infinity 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-infinity filter which guarantees a prescribed attenuation level is derived The solution to the H-infinity filtering is given in terms of the solutions to Riccati and matrix difference equations