Robust H∞ filtering with auxiliary past output measurements

In this paper, the problem of robust H∞ filter design for uncertain time-invariant discrete-time linear systems is addressed. The filter makes use of an arbitrary number of past output measurements. The filter stores the measurements in a buffer and is therefore of order higher than the system being filtered. The robust filtering design conditions are based on Lyapunov matrices with polynomial parameter dependency and are solvable as convex optimization problems with Linear Matrix Inequalities as constraints. A numerical example illustrates the features and improvements of the proposed approach with respect to existing methods.

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