Robust H∞ filtering for continuous-time linear systems under measurement saturation.

The H∞ filtering problem for continuous-time linear systems is considered in which the amplitude saturation of the measurements of the system and the input of the filter are taken into account. An linear matrix inequality-based design approach is presented for the desired filter such that the resulting error system is local exponential asymptotical stable while regional L2 gain satisfies a prescribed H∞-norm bound constraint. Both the filter design with the minimum attenuation level bound and the estimation of the largest domain of attraction are formulated into convex optimization problems. [ABSTRACT FROM PUBLISHER]