Reduced order H∞ filter design for time varying systems

This paper is concerned with the reduced-order H_∞ filter design for linear time varying continuous systems in which all measurements are contaminated with noise (nonsingular case). The proposed filters have the Luenberger observer structure in a more general form and their order can be as low as n-p, where n and p are the order of signal systems and the number of measurements, respectively. Several bounded real lemmas are developed for the infinite-horizon and finite-horizon cases. They are the only tools used to establish the reduced-order filter design in this paper. It is shown that the full order filters in Nagpal and Khargonekar (1991) are special cases of the results presented in this paper