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This paper presents the central finite-dimensional Hinfin filters for linear systems with state delay, that are suboptimal for a given threshold gamma with respect to a modified Bolza-Meyer quadratic criterion including the attenuation control term with the opposite sign. In contrast to the results previously obtained for linear time delay systems, the paper reduces the original Hinfin filtering problems...
This paper presents the optimal joint state filtering and parameter identification problem for linear stochastic time- delay systems with unknown parameters. The original identification problem is reduced to the optimal filtering problem for incompletely measured polynomial (bilinear) time-delay system states over linear observations with an arbitrary, not necessarily invertible, observation matrix,...
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