Overlapping Resilient H2 Filtering for Uncertain Continuous-Time Systems

The paper presents the expansion-contraction relations within the inclusion principle for a class of continuous- time uncertain systems when considering H₂ filtering with additive filter uncertainty. Norm bounded uncertainties are considered. The main contribution is the derivation of conditions under which a resilient filter designed in the expanded space is contracted into the initial system preserving simultaneously optimized upper bound for the error variance. An LMI procedure is supplied for resilient full order robust minimum variance filter design. The results are specialized into the overlapping decentralized filter setting. It enables to construct robust resilient H₂ filters with block tridiagonal gain matrices.