Abstract
In this contribution the design of reduced order H∞ filters of order n-κ is investigated for nth order discrete time systems with m measurements of which κ are undisturbed. Assuming a reduced order observer structure for the H∞ filter, the filter gains achieving H∞ optimal a priori estimates z(k) and a posteriori estimates z+ (k) are derived using the Bounded Real Lemma. A simple example demonstrates the proposed design procedure.
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