IMPROVED ROBUST H∞ FILTER DESIGN FOR DISCRETE-TIME LINEAR PARAMETER VARYING SYSTEMS1

This paper proposes an improved robust H∞ filter design for the class of discrete-time linear parameter varying systems with the state-space model matrices depending rationally on time-varying parameters. The system is described by a difference-algebraic representation and the parameters admissible values and variations are assumed to belong to given intervals. A convex optimization approach in terms of linear matrix inequalities, and which incorporates information on available bounds on the parameters variation, is devised to the filter design based on Lyapunov functions with rational dependence on the system parameters. A numerical example illustrates the effectiveness of the proposed method.