This paper addresses the H-infinity filtering problem for a class of discrete-time switched systems by using an admissible edge-dependent average dwell time (AED-ADT) method. By means of a convex combination of positive definite matrices, a novel multiple piecewise convex Lyapunov function (MPCLF) is constructed, which can loosen the restrictions of Lyapunov function at switching points and interval interior points. Based on the MPCLF approach, sufficient conditions are established such that the filtering error system is globally uniformly exponentially stable (GUES) and a prescribed noise attenuation level in an H-infinity sense is achieved. Moreover, the corresponding time-varying H-infinity filters are given as well. Finally, the results of the simulation illustrate the feasibility and effectiveness of the proposed approaches.