The problem of H∞ filtering for a class of interconnected nonlinear continuous-time systems sub ject to real time-varying parameter uncertainty with sampled-data measurements is considered. Linear filters are designed that would guarantee a prescribed H∞ performance in the continuous-time context, irrespective of the parameter uncertainty, nonlinear interactions, and unknown initial states. Both the cases of finite and infinite horizon filtering are investigated in terms of a set of differential Riccati equations with finite discrete jumps. Two examples are given to show the potential of the proposed technique.
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