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

摘要

This paper studies the problem of finite frequency filter design for linear time-invariant discrete-time systems with polytopic uncertainties. Generalized Kalman-Yakubovich-Popov lenima 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.