Robust H ∞ filter design for singular systems with time-varying uncertainties

This article deals with the design of robust ℋ∞ filter for singular systems in general form, subject to bounded time-varying uncertainties. The aim is to design linear admissible descriptor filters that ensure a guaranteed bound on the ℒ2 gain of the operator from the noise signals to the estimation error signal, irrespective of the time-varying uncertain parameters. A strict linear matrix inequality based method is proposed to the robust ℋ∞ filter design employing affine Lyapunov functions. A numerical example is presented to show the efficiency of the proposed method.

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