New results on robust l2 – l∞ filtering for uncertain linear discrete-time systems

This paper investigates the problem of energy-to-peak (l₂ - l_∞) filtering for discrete-time uncertain systems with polyhedral uncertainties in the state-space equations. By increasing the flexible dimensions in the solution space for the energy-to-peak optimization, less conservative results on the robust energy-to-peak filtering are obtained. The filter parameters can be readily designed by solving a set of parameter-dependent linear matrix inequalities (LMIs). In comparison with the existing methods, the improvement of the proposed method over the existing results is shown via a numerical example.