Robust mixed H2/H∞ filtering with regional pole assignment for uncertain discrete-time systems

This paper deals with the robust mixed H₂/H_∞ filtering problem with regional pole assignment for linear uncertain discrete-time systems in the presence of two sets of exogenous disturbance inputs. A general framework for solving this problem is established using a linear matrix inequality (LMI) approach in conjunction with regional pole constraints, and H₂ and H_∞ optimization characterization. Necessary and sufficient conditions for the solvability of the problem are given in terms of a set of feasible LMIs. A numerical example is provided to illustrate the effectiveness of the proposed design algorithm.