A linear matrix inequality approach to robust H∞ filtering

@article{Li1997ALM,
title={A linear matrix inequality approach to robust H∞ filtering},
author={Huaizhong Li and Minyue Fu},
journal={IEEE Trans. Signal Processing},
year={1997},
volume={45},
pages={2338-2350}
}

In this paper, we consider the robustH1 filtering problem for a general class of uncertain linear systems described by the so-called integral quadratic constraints (IQC’s). This problem is important in many signal processing applications where noises, nonlinearity, quantization errors, time delays, and unmodeled dynamics can be naturally described by IQC’s. The main contribution of this paper is to show that the robust H1 filtering problem can be solved using linear matrix inequality (LMI… CONTINUE READING