Robust H∞ filtering for discrete-time uncertain linear systems with time-varying delayed outputs

A robust delay-dependent H_∞ filtering design is proposed for discrete-time linear systems with norm-bounded uncertainty and time-varying delayed outputs. The resulting filter guarantees that the induced l₂-norm of the system, relating the exogenous signals to the estimation error, is less than a prescribed level for all possible uncertainties and time delays. Sufficient conditions are given in terms of linear matrix inequalities (LMIs) and solution of the filter is given through an iterative procedure of a linear matrix inequality minimum problem derived from cone complementarity linearization algorithm. A numerical example is given to demonstrate our results.