Robust H2 Filtering for Uncertain Continuous-time Switched Linear Systems

This paper is concerned with the problem of robust H-2 filtering for continuous-time switched linear systems subject to polytopic uncertainties. Based on multiple parameter-dependent Lyapunov functions combined with average dwell time approach, a switched full-order filter is designed such that the filtering error system under switching signal with average dwell time is exponentially stable and achieves a prescribed H-2 noise attenuation level. Sufficient existence conditions for such a filter is presented in terms of a set of linear matrix inequalities (LMIs). The desired filter and the minimal dwell time can be obtained from these conditions. An example is given to illustrate the effectiveness of the proposed method.