Robust Filtering of Discrete-Time Linear Systems with Parameter Dependent Lyapunov Functions
SIAM Journal on Control and Optimization
H∞ filtering for discrete-time systems with time-varying delay
Signal Processing
Robust and reduced-order filtering: new LMI-based characterizationsand methods
IEEE Transactions on Signal Processing
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An LMI-based method for robust L"2-L"~ filter design is proposed for polytopic uncertain time-delay systems using a parameter-dependent Lyapunov function approach. Based on a new characterization, a strict LMI condition for L"2-L"~ filter design is obtained, which does not involve any iterations for design parameter search, any couplings between the system matrices and the Lyapunov function matrix, nor any system-dependent filter parametrization. Therefore, the proposed condition enables us to easily employ, with the help of efficient numerical solvers, a parameter-dependent Lyapunov function approach to robust L"2-L"~ filter design for uncertain time-delay systems. A numerical example is presented to show the effectiveness of the proposed method.