Finite time robust filtering for time-varying uncertain polytopic linear systems

In this paper, the problem of robust filter design for uncertain continuous-time systems is investigated in the context of finite time stability. The filter is obtained in order to guarantee that the augmented system is finite time stable. The system is considered time varying with the parameters modeled by a polytope. The design conditions obtained by means of Lyapunov functions are expressed as linear matrix inequalities. A complete order filter is obtained by the solution of a factibility problem. A numerical example is provided.