Gain-scheduled / filtering for linear discrete-time systems with polytopic uncertainties

Abstract

The design of the gain-scheduled H₂/H_∞ filter for polytopic discrete-time systems is investigated. By introducing additional slack variables, a new mixed H₂/H_∞ performance criterion is proposed, which provides a decoupling between the Lyapunov matrix and system matrices. Based on the new performance criterion, a sufficient condition for the existence of the gain-scheduled H₂/H_∞ filter is derived. Furthermore, the filter design problem is converted into a convex optimization problem with linear matrix inequality (LMI) constraints. Simulation results show the effectiveness of the proposed approach.

Keywords

mixed H₂/H_& / #8734 / filtering / gain-scheduled filtering / convex optimization / linear matrix inequality (LMI)