Reduced orderH∞ filter design for discrete time-variant systems
Xianggang Yu, Chin Shung Hsu · International Journal of Robust and Nonlinear Control · 1997
This paper addresses the reduced-order H∞ filter design for linear time varying discrete-time systems in which all measurements are not noise-free. The proposed filter has a Luenberger observer structure and its order is n - p, where n and p are the order of signal systems and the number of measurements, respectively. Several bounded real lemmas are developed and they are the only tools used to establish the reduced-order filter design in this paper. It is shown that the full order a priori and a posteriori filters can be obtained by properly choosing the filter order and parameters based on the reduced-order filter design results. The resultant filters are the same as the known full-order optimal H∞ filters for time-invariant systems. © 1997 John Wiley & Sons, Ltd.