New approaches to robust l2-l? and H? filtering for uncertain discrete-time systems

Abstract

The problems of robust l 2 - l ∞ and H ∞ filtering for discrete-time systems with parameter uncertainty residing in a polytope are investigated in this paper. The filtering strategies are based on new robust performance criteria derived from a new result of parameter-dependent Lyapunov stability condition, which exhibit less conservativeness than previous results in the quadratic framework. The designed filters guaranteeing a prescribed l 2 - l ∞ or H ∞ noise attenuation level can be obtained from the solution of convex optimization problems, which can be solved via efficient interior point methods. Numerical examples have shown that the filter design procedures proposed in this paper are much less conservative than earlier results.