Robust H/sub /spl infin// filtering for continuous-time linear systems with norm-bounded nonlinear uncertainties

Abstract

This paper studies the problem of robust H/sub /spl infin// filtering of a class of continuous-time linear systems subject to parameter uncertainty. The class of uncertain systems is described by a state-space model with linear nominal parts and norm-bounded nonlinear uncertainties in the state equation. The proposed problem is the design of an asymptotically stable linear filter such that the L/sub 2/-induced gain from the noise signals to the estimation error is kept within a prescribed bound for all admissible parameter uncertainties.