LPV filter design for discrete-time systems with time-domain IQCs

Abstract

This paper is concerned with the filter design problem for linear parameter varying (LPV) discrete-time systems with nonlinearities described by integral quadratic constraints. The LPV system is considered to have an arbitrary dependence on the time-varying parameters, not necessarily rational. The filter designed assures a bound to the worst case gain from the disturbance input to the filtering error. The development of the proposed approach is based on the existence of a quadratic storage function. The conditions are given in terms of linear matrix inequalities and are derived through congruence transformations and change of variables. Numerical examples illustrate the applicability and performance of the proposed method.