∞ filtering for time-invariant continuous–discrete linear systems

This paper discusses analysis and synthesis technique of H ∞ filtering for time-invariant continuous–discrete linear systems which are composed of continuous systems, discrete systems, and their interconnections. Based on the bounded real lemma, Lyapunov stability conditions and H ∞ constraints are formulated by linear matrix inequalities. Assuming that the eigenvalues of the systems are in a special region, it will be shown that an analytic H ∞ design can be achieved and numerical methods to solve convex optimization problems are feasible in the continuous–discrete linear systems.