H-infinity filtering for discrete-time switched linear systems under arbitrary switching

This paper is concerned with the problem of H-infinity filtering for discrete-time switched linear systems under arbitrary switching laws. New sufficient conditions for the solvability of the problem are given via switched quadratic Lyapunov functions. Based on Finsler's lemma, two sets of slack variables with special structure are introduced to provide extra degrees of freedom in optimizing the guaranteed H-infinity performance. Compared to the existing methods, the proposed one has better performances and less conservatism. An example is given to illustrate its effectiveness. © 2011 South China University of Technology, Academy of Mathematics and Systems Science, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg.