Robust H-infinity filtering: a model matching approach

This paper investigates the robust H-infinity, filtering problem for linear systems with uncertainties which are described by integral functional cons traints. The objective is to design a dynamic filter such that the L-2-gain from an exogenous input to an estimate error is minimized or guaranteed to be less than or equal to a prescribed value for all admissable uncertainti es. We establish the intel connection between the robust linear H-infinity filtering problem and the linear H-infinity,filtering problem for systems w ithout uncertainties. Using the existing model-matching approach to linear H-infinity filtering for known systems results, we obtain a characterizatio n for the family of robust,linear H-infinity, in the form of a state space representation.