Robust \(H_\infty\) filtering for uncertain discrete-time state-delayed systems: A parameter-dependent Lyapunov approach (Q1883968)

This paper considers the \(H_\infty\)-filtering problem for discrete-time state-delayed systems with polytopic uncertainties. The authors derive a new parameter-dependent LMI (linear matrix inequality) representation of \(H_\infty\)-performance for the filtering analysis of such systems. The full-order robust \(H_\infty\)-filtering problem is revisited based upon the new LMI representation. The filter design procedure obtained is shown, via a numerical example, to be much less conservative than previous ones. In addition, the authors investigate the reduced-order filtering problem, which still remains challenging in the filtering area. Since the reduced-order filtering problem can not be directly handled by the standard deviation, different linarization procedures have been adopted to keep the problem tractable. As a byproduct, the zeroth-order filtering problem is also solved. All the full-order, reduced-oder and zeroth-order filtering problems are finally cast into convex optimization problems in terms of linear matrix inequalities, which can be solved via efficient interior-point algorithms.