Robust H2 Filtering for Continuous Time Systems with Linear Fractional Representation

Abstract: This paper introduces a new approach to H2 robust filtering design for continuoustime LTI systems subject to linear fractional parameter uncertainty representation. The novelty consists on the determination of a performance certificate, in terms of the gap between lower and upper bounds of a minimax programming problem which defines the optimal robust equilibrium cost. The calculations are performed through convex programming methods, applying slack variables, known as multipliers, to handle the fractional dependence of the plant transfer function with respect to the parameter uncertainty. The theory is illustrated by means of a practical application involving an induction motor with uncertain leakage inductance.