Abstract
This paper studies the problem of finite frequency Hinfin filter design for linear time-invariant discrete-time systems with polytopic uncertainties. Generalized Kalman-Yakubovich-Popov (GKYP) 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 (LMIs). A numerical example is given to illustrate the effectiveness of the proposed method.
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