A delay-dependent approach to robust H∞ filtering for uncertain discrete-time state-delayed systems

A delay-dependent approach to robust H∞ filtering is proposed for linear discrete-time uncertain systems with multiple delays in the state. The uncertain parameters are supposed to reside in a polytope and the attention is focused on the design of robust filters guaranteeing a prescribed H∞ noise attenuation level. The proposed filter design methodology incorporates some recently appeared results, such as Moonʹs new version of the upper bound for the inner product of two vectors and de Oliveiraʹs idea of parameter-dependent stability, which greatly reduce the overdesign introduced in the derivation process. In addition to the full-order filtering problem, the challenging reduced-order case is also addressed by using different linearization procedures. Both full- and reduced-order filters can be obtained from the solution of convex optimization problems in terms of linear matrix inequalities, which can be solved via efficient interior-point algorithms. Numerical examples have been presented to illustrate the feasibility and advantages of the proposed methodologies.