%0 Journal Article
%T Finite-Time  Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations
%A Huihong Zhao
%A Chenghui Zhang
%J Journal of Applied Mathematics
%D 2012
%I Hindawi Publishing Corporation
%R 10.1155/2012/710904
%X This paper is concerned with the finite-time ¡Þ filtering problem for linear continuous time-varying systems with uncertain observations and ℒ2-norm bounded noise. The design of finite-time ¡Þ filter is equivalent to the problem that a certain indefinite quadratic form has a minimum and the filter is such that the minimum is positive. The quadratic form is related to a Krein state-space model according to the Krein space linear estimation theory. By using the projection theory in Krein space, the finite-time ¡Þ filtering problem is solved. A numerical example is given to illustrate the performance of the ¡Þ filter.
%U http://www.hindawi.com/journals/jam/2012/710904/