A Linear Matrix Inequality Approach To Robust H//spl/sub infinity// Filtering - Signal Processing, IEEE Transactions on

In this paper, we consider the robust H1 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) techniques, which are numerically efficient owing to recent advances in convex optimization. The paper deals with both continuous and discrete-time uncertain linear systems.