H∞ filtering for singular systems

This note considers the H_∞ filtering problem for linear continuous singular systems. The purpose is the design of a linear filter such that the resulting error system is regular, impulse-free and stable while the closed-loop transfer function from the disturbance to the filtering error output satisfies a prescribed H_∞-norm bound constraint. Without decomposing the original system matrices, a necessary and sufficient condition for the solvability of this problem is obtained in terms of a set of linear matrix inequalities (LMIs). When these LMIs are feasible, an explicit expression of a desired filter is given. Finally, an illustrative example is presented to demonstrate the applicability of the proposed approach.