A new design of robust H∞ filters for uncertain continuous-time stochastic systems

This paper is concerned with the problemof robust H∞ filtering for linear continuoustimestochastic systems with polytopic parameteruncertainties. We utilize the polynomial parameterdependent approach to solve the robust H∞ filteringproblem, and the proposed approach include resultsin the quadratic framework that entail fixed matricesfor the entire uncertain domain and results in the linearlyparameter-dependent framework that use linearconvex combinations of matrices as special cases. Newlinear matrix inequality (LMI) conditions obtainedfor the existence of admissible for the existence ofadmissible filters are developed based on homogenouspolynomial parameter-dependent matrices of arbitrarydegree. Numerical examples are provided toillustrate the effectiveness and advantages of the filterdesign methods proposed in this paper