关键词: 自动控制技术 , 鲁棒滤波 , H2滤波 , 线性离散时间系统 , 参数相关Lyapunov函数 , 线性矩阵不等式

Abstract: The robust H2 filtering problem for linear discrete-time systems with polytopic uncertainty was investigated. By using linear matrix inequality (LMI) technique, a new extended H2 performance criterion for discrete-time systems was established. Based on this, a relaxed sufficient condition for the existence of robust H2 filter was derived，which provides additional degrees of design freedom. Both theory analysis and simulation results show that the proposed approach is less conservative as compared with the existing design methods.

Key words: automatic control technique , robust filtering , H2 filtering , linear discrete-time system , parameter-dependent Lyapunov function , linear matrix inequality