H∞ Parameter-Dependent Filter Design for Arbitrarily Time-Varying LPV Systems

Abstract This paper presents new linear matrix inequality relaxations for full order parameter-dependent H∞ filter design for linear parameter varying systems with arbitrarily fast parameter variation. Both discrete and continuous-time cases are addressed. Thanks to the use of a larger number of slack variables, the proposed conditions are less conservative than the existing conditions in the literature. Examples borrowed from the literature illustrate the better performance of the proposed filters when compared to other approaches for parameter-dependent filter design.

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