We propose a simple and universal approach to the solution of a sparse filterin gproble mvi aus eo f areduce dnumber of outputs under arbitrary bounded exogenous disturbances using an observer. The approach is based on the LMI technique and the method of invariant ellipsoids. Application of this concept made it possible to reduce the original problem to SDP that can be easily solved numerically. The approach is simple and easy to implement and equally covers both continuous- and discrete-time cases.