In this letter, we propose a new H∞ filter (HF) with a finite impulse response (FIR) structure for linear continuous-time state-space systems. This filter is called the H∞ FIR filter (HFF). The upper bound for an H∞ performance criterion is derived and then minimized among the filters with linearity, FIR structure, and quasideadbeat property. The HFF is obtained by solving the differential Riccati equation. We show through simulations that the HFF is more robust against temporary uncertainties and is faster in convergence than a conventional HF.
- Finite impulse response (FIR) structure
- H filter (HF)
- Quasideadbeat property
- State estimation
ASJC Scopus subject areas
- Signal Processing
- Electrical and Electronic Engineering