GENERALIZED H∞ OPTIMAL FILTER FOR CONTINUOUS OBJECT WITH TIME-DISCRETE OBSERVATIONS
The article deals with the structuring problem of generalized H∞ optimal filter for linear continuous nonstationary objects with timely fixed outputs. In the worst-case the filter minimizes index of the combined influence of initial perturbation and external disturbance when filtering error occurs.
Keywords: continuous object, discrete measurable output, discrete filter, H∞ optimal filter, linear matrix inequalities
