An improved finite frequency approach to robust filter design for LTI systems with polytopic uncertainties

SUMMARY In this paper, the finite frequency robust filtering problem ( ‐FFRFP), design of a robust filter minimizing the norm from the disturbance input to the estimation error evaluated over a prescribed finite frequency domain, is considered for continuous‐time and discrete‐time linear time‐invariant (LTI) systems with polytopic parameter uncertainties. By means of the generalized Kalman–Yakubovich–Popov (KYP) lemma in combination with a result known as Finsler's lemma, the ‐FFRFP is cast as a linear matrix inequality (LMI) optimization. Examples are given to demonstrate that the proposed condition can achieve improvement over the previous ones in the literature.