Finite frequency H∞ filtering for uncertain discrete-time switched linear systems

This paper is concerned with the problem of robust H1 filtering for discrete-time switched linear systems with polytopic uncertainties in the finite frequency domain. Based on the generalized Kalman–Yakubovich–Popov (GKYP) lemma and switched parameter-dependent Lyapunov functions, a switched full-order filter is designed such that the corresponding filtering error system is asymptotically stable and satisfies a prescribed finite frequency H1 performance index. Compared with the existing full frequency approaches, the proposed finite frequency one receives better results for the cases in which the frequency ranges of noises are known. A numerical example is given to illustrate the effectiveness of the proposed method. 2009 National Natural Science Foundation of China and Chinese Academy of Sciences. Published by Elsevier Limited and Science in China Press. All rights reserved.