Finite-time filtering for discrete-time linear impulsive systems

This paper investigates the finite-time filtering problem for a class of discrete-time linear impulsive systems. Sufficient conditions are derived in terms of linear matrix inequalities, such that the filtering error system is finite-time stable and has a guaranteed prescribed noise attenuation level for all non-zero noises. A new H∞H∞ finite-time filter is designed for the addressed discrete-time linear impulsive systems. Finally, a numerical example is exploited to show the effectiveness of the technique proposed in this paper.

► We consider the finite-time stability for discrete-time linear impulsive systems. ► We investigate the finite-time filtering problem for the proposed systems. ► The process noise and the measurement noise are involved. ► A finite-time filter is given in terms of linear matrix inequalities.