Robust H2 filtering for discrete-time uncertain linear systems using parameter-dependent Lyapunov functions

This paper deals with the problem of H₂ filtering for linear discrete-time systems with time-varying uncertain parameters. The parameters enter affinely in the matrices of the system state-space model and their admissible values and rates of variation are assumed to belong to a given polytope. Based on parameter-dependent Lyapunov functions, two LMI based methods are proposed for designing linear stationary asymptotically stable filters which ensure a prescribed H² performance.