Mixed H2/H∞ filtering for continuous-time polytopic systems: A parameter-dependent approach

Abstract

The problem of mixed H2/H∞ filtering is investigated for continuous-time polytopic systems. Given a stable system whose parameters reside in a polytope and can be measured online, attention is focused on the design of parameter-dependent filters such that the filtering error system is asymptotically stable and has guaranteed H2 and H∞ performances with respect to different input signals. By introducing multiple Lyapunov functions, the parameter-dependent approach developed in this paper is able to yield much less conservative filters than the existing results. A numerical example is provided to show the effectiveness and reduced conservatism of the proposed theory. © Birkhäuser Boston (2005).