The Unbiased Filtering for Uncertainty Systems

An ^H-filer on uncertainty discrete time system is studied in this paper. Through the way of linear matrix inequality, an ^H-filer designing for uncertainty system is transformed a question for settling optimization. In this paper IT the exist condition of ^H-filer is deduced. The method reduced calculated amount and easily separate Lyapunov matrix from parameter of system by importing an additional variable of matrix. Numerical example is provided to demonstrate the feasibility of this method.