An Improved Robust H2 Filtering for Linear Time-Delay Systems

L. Xie*, C. Du, U. Shaked, E. Fridman

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review


This paper is concerned with the robust H2 estimation problem for a stationary linear system with time delays and parameter uncertainty residing in a polytope. Since the problem is infinite dimensional in nature, an attempt is made to develop finite dimensional methods that will minimize an upper bound of the estimation error variance. By applying a recently developed parameter dependent Lyapunov function, we present a less conservative design approach for minimizing the estimation error variance than existing results. Sufficient conditions are given in terms of linear matrix inequalities (LMIs). A numerical example is given to demonstrate the advantages of the proposed approach.

Original languageEnglish
Pages (from-to)1890-1895
Number of pages6
JournalProceedings of the American Control Conference
StatePublished - 2003
Event2003 American Control Conference - Denver, CO, United States
Duration: 4 Jun 20036 Jun 2003


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