Robust H∞ filtering on uncertain systems

The problem of robust H_∞ filtering of uncertain systems with continuous and discrete disturbance is addressed based on sampled measurements. The parameter uncertainty is assumed to be time-varying norm-bounded. The aim is to design an asymptotically stable filter, using the locally sampled measurements, which ensure both the robust asymptotic stability and the prescribed level of H_∞ performance for the filtering error dynamics for all admissible uncertainties. The sufficient condition for the existence of such a filter is proposed. An LMI method for designing filters is given by matrix transformations, so it is convenient to obtain the expression of filter. Finally, a numerical example shows that the method is effective and feasible.