Insensitive H∞ filter design for discrete-time systems: an LMI optimization approach

In this paper, the problem of insensitive H_∞ filter design for linear discrete-time systems is considered. A sensitivity of the transfer function with respect to filter parameters is defined. A new condition on insensitive H_∞ filter is obtained by using linear matrix inequality (LMI) technique and solved by an LMI optimization algorithm. It should be emphasized that the main advantage of the proposed method is the reduction of the number of LMI constraints involved in the design conditions when the filter is with interval additive filter gain variations. Numerical examples are provided to demonstrate the effectiveness of the proposed designs.