Filtering of discrete-time for noise in coefficient matrix based on H∞ control

This paper presents a new approach to designing filter that deals with noise added in coefficient matrix. The problems we face in practice are always coefficient unstable, which due to multiple noises in the system. We assume that the problem can be expressed in discrete-time state delays. The main idea to solve the problem is keeping the system under linear theory, and filtering noises at the same filter. The results of the filter problem are used to solve the corresponding output-feedback problem. Asymptotic stability is proofed with H_∞ control theory, and designing filter is calculated with Linear Matrix Inequality (LMI) method. At last an example is illustrated to show efficiencies of the filter.