Parameter-dependent robust H∞ filtering for singular systems

The robust H_∞ filtering problem for both continuous- and discrete-time singular systems with polytopic-type uncertainties is addressed. Attention is focused on the design of a parameter-dependent filter, such that the filtering error system is admissible with prescribed or optimized H_∞ noise attenuation level. Without using decomposition technique to the singular model, sufficient condition for the existence of an H_∞ filter is expressed in terms of linear matrix inequalities (LMIs). Comparing to previous results, the proposed approach is shown to be less conservative. A numerical example is provided to show the effectiveness of the method.