抄録
This paper considers the H∞ filtering problem with frequency constraints on the unit circle of the complex plane. If the system is subject to step or periodic disturbances, the state estimates may be degraded due to the biases or periodic fluctuations. In order to remove these undesirable effects, we impose constraints such that the transfer matrices from the disturbances to the error must be zero at certain frequency points on the unit circle. Based on the Nevanlinna-Pick interpolation technique, we develop a method for adjusting the free parameter of an H∞ filter so that the constraints on the unit circle are satisfied. We also show that the resulting H∞ filter is a linear function.observer for the augmented system including the disturbance model. A numerical example is included to demonstrate the applicability of the present design method.
