New H2 filtering for descriptor systems: Singular and normal filters

This paper considers the H2 filtering problem for continuous-time descriptor systems by revisiting the H2 performance and introducing the new formulation. Differing from previous results, recent note provides solvability conditions of the H2 filtering problem with both the singular and the normal filters. The results are introduced as necessary and sufficient conditions for the singular filters and as sufficient conditions for the normal filters. These conditions are extracted without decomposing the original system matrices and are expressed in terms of strict linear matrix inequalities (LMIs). A numerical example with simulation results is given to illustrate the effectiveness of the proposed methods.