Robust H∞ Filters for Uncertain Systems with Finite Frequency Specifications

International audienceThis paper deals with H∞ filtering problem of linear discrete-time uncertain systems with finite frequency input signals. The uncertain parameters are supposed to reside in a polytope. By applying the generalized Kalman–Yakubovich–Popov lemma, polynomially parameter-dependentLyapunov function and some key matrices to eliminate the product terms between the filter parameters and the Lyapunov matrices, an improved condition isobtained for analyzing the H∞performance of the filtering error system. Then sufficient condition in terms of linear matrix inequality is established for designing filters with a guaranteed H∞ filtering performance level. Finally, a numerical examples are used to demonstrate the effectiveness of the proposed method