H-infinity filtering of nonlinear systems with sampled measurements

Abstract

In this paper, the H∞ filtering problem is studied for nonlinear continuous-time systems with sampled measurements. Sufficient conditions are derived for the existence of filters that satisfy a specified H∞ performance bound. These conditions are expressed in terms of the solution of a differential Hamilton–Jacobi inequality with jumps. When these conditions hold, state-space formulae are also given for such a filter. A numerical example is included to illustrate the proposed filter design method.