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Parameter-dependent robust \(H_\infty\) filtering for uncertain discrete-time systems. (English) Zbl 1158.93406

Summary: This paper is concerned with the problem of parameter-dependent \(H_\infty\) filtering for discrete-time systems with polytopic uncertainties. The uncertain parameters are supposed to reside in a polytope. Being different from previous results in the quadratic framework, the parameter-dependent Lyapunov function is used in this paper. Both full- and reduced-order filters are designed, which guarantee the asymptotic stability and a prescribed \(H_\infty\) performance level. The filter parameters can be obtained from the solution of convex optimization problems in terms of linear matrix inequalities, which can be solved via efficient interior-point algorithms. Numerical examples are presented to illustrate the feasibility and less conservativeness of the proposed method.

MSC:

93E11 Filtering in stochastic control theory
93C55 Discrete-time control/observation systems

Software:

LMI toolbox
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References:

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