An LMI approach to robust reduced-order H∞ filter design for polytopic uncertain systems

This paper proposes a method for robust reduced-order H∞ filter design for polytopic uncertain systems, using linear matrix inequalities (LMIs). Sufficient LMI conditions for both robust full- and reduced-order H∞ filter design are derived. Convex optimization problems are formulated and solved to obtain optimal H∞ filters by using the resulting LMI conditions. The resulting conditions do not involve any non-convex rank constraints, and thus the proposed method for H∞ filter design guarantees global optimum solutions. Numerical examples are presented to show the effectiveness of the proposed method.

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