About an estimation problem of a linear system with delay of information

The problem of guaranteed estimation with geometrically bounded initial states and integrally limited disturbances is considered under delay information in the measurement equation. At the additional assumptions the problem is reduced to the creation of the reachable set of a special system. A discrete multistage system is specified for which the information set converges in Hausdorff's metric to the corresponding information set of the continuous system when the diameter of partition is reduced. A numerical example is given.