Robust H-infinity filter for uncertain continuous-time systems with finite frequency ranges

Abstract : This article examines the H-infinity robust filtering problem for uncertain continuous-time systems with finite frequency (FF) specifications. Our goal is to design a new filter that ensures H-infinity performance in specific finite frequency ranges. By virtue of the generalized Kalman-Yakubovich-Popov lemma (gKYP), the Finsler's lemma, the polynomially parameter-dependent Lyapunov function and a decoupling technique, sufficient conditions to characterize this problem in terms of linear matrix inequalities (LMIs) are established. Finally, we demonstrate by numerical example that our method can achieve a much smaller approximation error than the existing results.