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International Journal of Control, Vol.79, No.2, 93-106, 2006
Robust reduced order unbiased filtering for uncertain systems
This paper presents a simple solution to the robust H-infinity unbiased functional reduced order filtering problem in the case of uncertain systems described by Integral Quadratic Constraint (IQC). The existence condition of the unbiased filter is expressed through a rank relation. Then the filter is designed via Linear Matrix Inequalities coupled with an equality constraint. The results obtained in this paper are applicable to unstable systems. The approach is illustrated by a numerical example.