Finite frequency H∞ filtering for uncertain discrete-time switched linear systems

This paper is concerned with the problem of robust H_∞ filtering for discrete-time switched linear systems with polytopic uncertainties in the finite frequency domain. Based on the generalized Kalman-Yakubovich-Popov (GKYP) iemma and switched parameter-depen-dent Lyapunov functions, a switched full-order filter is designed such that the corresponding filtering error system is asymptotically sta-ble and satisfies a prescribed finite frequency H_∞ performance index. Compared with the existing full frequency approaches, the proposed finite frequency one receives better results for the cases in which the frequency ranges of noises are known. A numerical exam-ple is given to illustrate the effectiveness of the proposed method.