Abstract
To improve the H∞ filtering performance, a non-monotonic Lyapunov function approach with N-step ahead predictive horizon is developed to design a robust H∞ filter for a discrete-time uncertain switched system. With increasing of the number N, filtering performance can be improved as well as the capability of disturbance attenuation. However, the average dwell time (ADT) constraint of the switching law should be more critical as a cost at the same time. To further relax the restriction on the switching law, the mode-dependent ADT switching is introduced to reduce the ADT bound such that a trade-off between the switching frequency and filtering performance can be achieved. Therefore, a co-design of the filter and switching law can be obtained by the developed approach.
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