Reduced order H∞ filters for discrete linear systems

We address the issue of reduced order H_∞ filters for linear time varying systems. We introduce a new class of reduced order H_∞ filters distinguished from existing methods in two aspects. First, the design method results in filters with the structure of Luenberger observers. Next, the design procedure involves the solution of a nonlinear difference equation having special properties. Filter operation is demonstrated in simulated tracking of a manoeuvring target by a radar homing tactical missile