H∞ filtering for discrete-time linear systems with bounded time-varying parameters

  • Authors:
  • Renato A. Borges;Ricardo C. L. F. Oliveira;Chaouki T. Abdallah;Pedro L. D. Peres

  • Affiliations:
  • Electrical and Computer Engineering Department, University of New Mexico, USA and School of Electrical and Computer Engineering, University of Campinas - UNICAMP Campinas, SP, Brazil;School of Electrical and Computer Engineering, University of Campinas - UNICAMP Campinas, SP, Brazil;Electrical and Computer Engineering Department, University of New Mexico, USA;School of Electrical and Computer Engineering, University of Campinas - UNICAMP Campinas, SP, Brazil

  • Venue:
  • Signal Processing
  • Year:
  • 2010

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Abstract

In this paper, the problem of linear parameter varying (LPV) filter design for time-varying discrete-time polytopic systems with bounded rates of variation is investigated. The design conditions are obtained by means of a parameter-dependent Lyapunov function and extra variables for the filter design, expressed as bilinear matrix inequalities. An LPV filter, which minimizes an upper bound to the H"~ performance of the estimation error, is obtained as the solution of an optimization problem. A convex model to represent the parameters and their variations as a polytope is proposed in order to provide less conservative design conditions. Robust filters for time-varying polytopic systems can be obtained as a particular case of the proposed method. Numerical examples illustrate the results.