Finite-time H ∞ filtering for linear continuous time-varying systems with uncertain observations

This paper is concerned with the finite-time h ∞ filtering problem for linear continuous time-varying systems with uncertain observations and ℒ 2-norm bounded noise. the design of finite-time h ∞ filter is equivalent to the problem that a certain indefinite quadratic form has a minimum and the filter is such that the minimum is positive. the quadratic form is related to a krein state-space model according to the krein space linear estimation theory. by using the projection theory in krein space,the finite-time h ∞ filtering problem is solved. a numerical example is given to illustrate the performance of the h ∞ filter. copyright © 2012 huihong zhao and chenghui zhang.