Robust L-infinity-gain filtering for structured uncertain systems

Abstract

This paper addresses the L-infinity-gain filtering problem for continuous-time linear systems with time-varying structured uncertainties and non-zero initial conditions. We propose a full order linear filter that renders the L-infinity-gain from disturbance to filtering error within a prescribed level by solving a linear matrix inequality (LMI) feasibility problem. The filter gain is specified by the solution to a set of LMI's. A numerical example is given to illustrate the proposed method.