Robust H-infinity filtering for uncertain discrete-time systems using parameter-dependent Lyapunov functions

This paper deals with H-infinity filtering of discrete-time systems with polytopic uncertainties. The uncertain parameters are supposed to reside in a polytope. By using the parameter-dependent Lyapunov function approach and introducing some slack matrix variables, a new sufficient condition for the H-infinity filter design is presented in terms of solutions to a set of linear matrix inequalities (LMIs). In contrast to the existing results for H-infinity filter design, the main advantage of the proposed design method is the reduced conservativeness. An example is provided to demonstrate the effectiveness of the proposed method.