Robust H2 switched filter design for discrete-time polytopic linear parameter-varying systems

This paper deals with a robust H2 filter design problem for discrete-time polytopic linear parameter-varying systems. The novelty is to design a set of full order filters and a switching rule to orchestrate them in order to assure an H2 performance index of the estimation error. The switched linear filter does not require the online measurement of the uncertain time-varying parameter which, in a great part of practical applications, is not available. The conditions are based on Lyapunov-Metzler inequalities with a special subclass of Metzler matrices. The proposed switched filter outperforms the ones available in the literature to date as far as the H2 norm of the estimation error is taken into account. The main theoretical implications of the switched filtering methodology in the framework of linear time-invariant uncertain systems and linear parameter-varying systems are discussed and illustrated by academical examples.