Abstract
An H∞ filtering problem for a system driven by uncertain previewable signals is discussed, and a design method of an H∞ filtering law is presented. The problem pertains to general H∞ control problems which enable to deal with typical controller design regarding the uncertainty of future forecast. The solvability condition of the filtering problem is characterized by the solution of algebraic Riccati equation, and some interpretations are provided on the features of the resulting filtering law.
