Robust and reduced order H∞ filtering via LMI approach

The purpose of filtering is to estimate the state variables of a given system. On the early stage, the study was based on the assumption that the system dynamics are known by a certain model and external noise was white with known statistical properties, that is well known Kalman filtering. But in the practical applications, the disturbances may not be known exactly and the system uncertainties may appear in modelling. In these robustness issues, H∞ technique is usually used because it is more robust to disturbances.