Filtragem Ótima H2 Aplicada a Sistemas Amostrados

This paper is entirely devoted to the design of the H2 optimal filter applied to systems with sampled-data measured outputs. Like the system, the proposed filter structure also has a hybrid dynamic. In this sense, a natural way of dealing with this problem is to use the hybrid approach. From the analysis of known optimality conditions for the H2 norm calculation, convex constraints based on differential linear matrix inequalities (DLMIs) are derived for the design of the optimal filter. An immediate consequence of the results presented here is that the filter design optimality condition falls in the particular case of the observer structure. Two examples illustrate the obtained results.