Robust H2 filtering for linear systems with uncertain time-varying parameters

This paper addresses the design of robust H₂ filters for linear systems subject to significant time-varying uncertain parameters in the state-space model. The uncertain parameters and their rate of varying are supposed to belong to a given convex bounded polyhedral domain. A method based on a parameter-dependent Lyapunov function is proposed for designing linear stationary asymptotically stable filters with a guaranteed H;₂ performance, irrespective of the uncertain parameters. The proposed design is formulated in terms of linear matrix inequalities (LMIs).