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An improved approach to robust H2 and H∞ filter design for uncertain linear systems with time-varying parameters

In this paper, we discuss the robust H2 and H∞ filter problems for a class of continuous-time and discrete-time linear systems with convex bounded uncertain time-varying parameters. By employing parameter-dependent Lyapunov functions, some improved sufficient conditions based on a scaling LMI formulation for the robust filtering problems are presented. A numerical example is given to demonstrate the effectiveness of the proposed design methods.