Full order H∞ filtering for linear systems in the frequency domain

This paper proposes an easier frequency domain solution to the standard H∞ filtering problem using a polynomial approach. The design of the H∞ filter in the frequency domain is first obtained from the time domain solution which is related to a Riccati equation, and then by the use of the connecting relationship between the time and frequency domain approach given by Hippe [8], its representation in the frequency domain is derived. The filter is easy to calculate as it requires the computation of a single gain and it is easily implementable also. A numerical example is given to illustrate the presented approach.

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