H∞ FIR Filter Gain Computation for Disturbed Systems using Linear Matrix Inequality

This paper presents the a posteriori H
∞
finite impulse response (H
∞
FIR) filter gain computation, the gain of the filter is obtained by using a linear matrix inequality (LMI) solution. The a posteriori H
∞
FIR filter is developed by minimizing the squared H
∞
norm of the weighted disturbance-to-error transfer function, where the weights are related to errors, the addition of those weights causes nonlinearities in the minimization problem, thus, this work presents an algorithm to avoid the nonlinearities and to solve the minimization problem by using only LMIs. The accuracy of the H
∞
FIR filter is shown against the unbiased FIR filter.