H∞ dynamic observer design for linear time invariant systems

This paper proposes an H_∞ dynamic observer (DO) for a class of linear time invariant (LTI) systems in the presence of disturbances. It generalizes the existing results on the proportional observer (PO), the proportional integral observer (PIO) and the DO. The design method is derived from a new formulation of linear matrix inequality (LMI), based on the solutions of the algebraic constraints obtained from the unbiasedness conditions of the estimation error. A numerical example is provided to show the applicability and performances of our observer.