Automatica, Vol.45, No.2, 560-565, 2009
Parameter-dependent robust H-infinity filtering for uncertain discrete-time systems
This paper is concerned with the problem of parameter-dependent H-infinity 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-infinity 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. (C) 2008 Elsevier Ltd. All rights reserved.