Robust H∞ filtering by means of lead-lag controller

In the present paper, a new strategy for robust filtering problem of linear time-invariant (LTI) continuous time system is proposed. The key idea consists in generalizing the structure of a linear state estimator of the Luenberger class. As a matter of fact, the closed loop form of this class of state estimator can be assimilated to a closed loop control problem. Then, the standard correction term can be viewed as a Proportional controller. In this paper, we propose a more general form of controller in order to obtain the robustness. An example shows the efficiency of the proposed approach.