Abstract:The problem of improved robust H∞ filtering for a class of uncertain linear continuous-time systems is studied. By applying the idea of delay decomposition, a new Lyapunov-Krasovskii functional is constructed. And based on an integral inequality, an H∞ performance analysis criterion for the filtering error system is firstly derived. Then by using a linearsiation technique, the filter synthesis is developed. It is shown that the filter gains can be obtained by solving a set of linear matrix
inequalities (LMIs). Moreover, immediate extensions of the results are made to systems with polytopic uncertainties. Finally, two examples are given to illustrate the effectiveness of the proposed method.