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The H∞ filtering problem for state-space systems has received much attention in the past two decades. In the H∞ setting, the noises are assumed to be arbitrary deterministic signals with bounded energy (or average power). Compared with the traditional Kalman filtering, the H∞ filtering approach does not require knowledge of the statistical properties of the external noises, and the designed filter in the H∞ setting is more robust against additional parameter uncertainties in the system model. These properties make the H∞ filtering technique useful in many applications. A great number of results on H∞ filtering for state-space systems have been reported in the literature; see, for example, [60, 130, 142, 193], and the references cited therein.
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