Full order H-infinity filtering for linear systems in the frequency domain
Résumé
This paper proposes an easier frequency domain solution to the standard H-infinity filtering problem using a polynomial approach. The design of the H-infinity filter in the frequency domain is first obtained from the time domain solution which is related to a Riccati equation, and then by the use of the connecting relationship between the time and frequency domain approach given by Hippe [8], its representation in the frequency domain is derived. The filter is easy to calculate as it requires the computation of a single gain and it is easily implementable also. A numerical example is given to illustrate the presented approach.