Hinf_RobustFilterLMI1.m

function [ LMI ] = Hinf_RobustFilterLMI1(A,B1,C1,C2,D21,gam2,X,R,Af,Bf,Cf,Dc)
%% return first lmi for a robust Hinf filter.
% A,B1,C1,C2,D21 are system marices
% Af,Bf,Cf,Dc,X,R,gam2 are decision variables
[~, nw ]= size (B1); 
[nz ,~]= size (C1);
LMI =[A'*X+X*A+Bf*C2+C2'*Bf' X*A+Af+Bf*C2+A'*R  X'*B1+Bf*D21    C1'-C2'*Dc'
      A'*X+Af'+C2'*Bf'+R*A   A'*R+R*A           R*B1            C1'-(C2'*Dc'+Cf') 
      B1'*X+D21'*Bf'         B1'*R              -gam2*eye(nw)   -D21'*Dc'
      C1-Dc*C2               C1-(Dc*C2+Cf)      -Dc*D21         -eye(nz)         ];
end