Nonlinear H∞ Control with Delayed Measurements

This paper considers the nonlinear H-infinity control problem for systems subject to delayed measurements. Necessary and sufficient conditions for the solvability of the problem are presented. A key point of our approach is the extension of the information state concept. In particular, the information state is no longer the “worse case cost to come” function. We also present the certainty equivalence principle for such systems, and draw an analogy with the solution to the linear case. The paper ends with an example.