A finite frequency approach to filter design for uncertain discrete‐time systems

Abstract

AbstractThis paper studies the problem of finite frequency filter design for linear time‐invariant discrete‐time systems with polytopic uncertainties. Generalized Kalman–Yakubovich–Popov lemma is exploited to formulate the filter design problem in finite frequency domain. A design method is presented in terms of solutions to a set of linear matrix inequalities. A numerical example is given to illustrate the effectiveness of the proposed method. Copyright © 2007 John Wiley & Sons, Ltd.