Sliding Window Based Nonlinear H∞ Filtering: Design and Experimental Results

This brief discusses a new linear matrix inequality (LMI)-based $\boldsymbol {\mathcal {H}}_{\boldsymbol \infty }$ filter for a class of one-sided Lipschitz discrete-time systems. Due to the introduction of a sliding window of delayed measurements, new LMI conditions are proposed. Indeed, the previous measurements allow increasing the number of decision variables in the LMIs, which render it more general and less conservative than those established by using the standard Luenberger structure of the filter. Analytical and numerical comparisons are provided to demonstrate the superiority of the proposed filter with respect to the standard one. Finally, simulation results and real-time implementation have been presented to illustrate the performances of the new filter.

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