Discrete-time mixed H2/H∞ fiter design using the LMI approach

초록

This paper deal with the optimal filtering problem constrained to input noise signal corrupting the measurement output linear discrete-time systems. The transfer matrix H2 and/or H infinity norms are used as criteria in an estimation error sense. In this paper, the mixed H2/H infinity filtering problem in linear discrete-time systems is solved using the LMI approach, yielding a compromise between the H2 and H infinity filter designs. These filter design problems are formulated in a convex optimization framework using linear matrix inequalities. A numerical example is presented.