H∞ filtering for a class of discrete-time switched linear systems

This paper investigates the problem of H_infin filtering for discrete-time switched linear systems under arbitrary switching laws. New LMI-based conditions for the solvability of the problem are given via switched quadratic Lyapunov functions. By Finsler´s lemma, two sets of slack variables with special structure are introduced to provide extra degrees of freedom in optimizing the guaranteed H_infin performance. Compared with the existing methods, the proposed method has better performances and less conservatism. An example is given to illustrate the effectiveness of the method.