Non-fragile H∞H∞ filter design for linear continuous-time systems

This paper studies the problem of non-fragile H∞H∞ filter design for linear continuous-time systems. The filter to be designed is assumed to include additive gain variations, which result from filter implementations. A notion of structured vertex separator is proposed to approach the problem, and exploited to develop sufficient conditions for the non-fragile H∞H∞ filter design in terms of solutions to a set of linear matrix inequalities (LMIs). The designs guarantee the asymptotic stability of the estimation errors, and the H∞H∞ performance of the system from the exogenous signals to the estimation errors below a prescribed level. A numerical example is given to illustrate the effect of the proposed method.