Robust Filtering for Continuous-Time Uncertain Linear Fractional Transformation Systems

This paper is concerned with the problem of robust H2 and H∞ filtering for uncertain continuous-time linear systems. The time-invariant uncertain parameters are supposed to belong to a polytope with known vertices and linear fractional transformation (LFT) representation is considered for the uncertainty modeling. Large number of slack variables are used in the proposed method to decouple the Lyapunov variables and the filter parameters. A three-step algorithm is employed to convexify the design problem. The method presented in this paper can be less conservative than the existing methods for the polytopic uncertain systems and its efficiency for filter design is illustrated by means of numerical comparisons with some benchmark examples from the literature.