This study is concerned with the problem of robust H ₂ and H _∞ filtering for uncertain discrete-time linear systems. Two types of time-invariant parametric uncertainty, namely polytopic and ellipsoidal, are considered and represented by a linear fractional transformation structure. Obtained auxiliary variables by a convex optimisation problem, play the role of decoupling the Lyapunov variables and the robust filter parameters, in order to cast the problem into a linear matrix inequality-based optimisation problem. The design conditions are derived based on the quadratic separation concept and employing appropriate parameterisations for the corresponding set of multipliers. The merit of the methods presented in this study lies in their less conservatism than the existing methods for the polytopic uncertain systems, as well as presenting a new convex optimisation procedure for the robust filtering for the ellipsoidal uncertain systems.

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Robust H ₂ and H _∞ filtering for discrete-time uncertain Linear fractional transform systems

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Robust H 2 and H ∞ filtering for discrete-time uncertain Linear fractional transform systems

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Robust H ₂ and H _∞ filtering for discrete-time uncertain Linear fractional transform systems