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Decelopment of Continuous /Discrete Mixed H2/H∞ Filtering Design Algorithms for Time Dlay Sstems

Jong Hae Kim
Transaction on Control Automation, and Systems Engineering, vol. 2, no. 3, pp.162-168, 2000

Abstract : The problems of mixed H2/H∞filtering design for continuous and discrete time linear systems with time delay are investigated. The main purpose is to design a stable mixed H2/H∞filter which minimizes the H2 performance measure satisfying a prescribed H∞norm bound on the closed loop system in continuous-time case and discrete-time case, respectively. The sufficient conditions of existence of filter, the mixed H2/H∞filter design method, and the upper bound of performance measure are proposed by LMI(linear matrix inequality) techniques in terms of all finding variables. Also, we present optimization problems in order to get the optimal mixed H2/H∞ filter in continuous and discrete time case, respectively.

Keyword : mixed H2/H∞ filter, time delay systems, linear matrix inequality

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