H∞ filtering for time-invariant continuous-discrete linear systems

This paper discusses analysis and synthesis technique of H∞ filtering for time-invariant continuous-discrete linear systems which are composed of continuous systems, discrete systems, and their interconnections. Based on the bounded real lemma, Lyapunov stability conditions and H∞ constraints are formulated by linear matrix inequalities. Assuming that the eigenvalues of the systems are in a special region, it will be shown that an analytic H∞ design can be achieved and numerical methods to solve convex optimization problems are feasible in the continuous-discrete linear systems.