Robust H2 filtering for discrete-time uncertain systems with auxiliary past output measurements

In this paper the problem of H
₂
filtering for uncertain time-invariant discrete-time systems is investigated. The proposed filter has a structure that makes use of auxiliary past output measurements from the system, yielding a filter of higher order. A new convex design procedure to synthesize H
₂
guaranteed cost filters is proposed in terms of Linear Matrix Inequality relaxations. Numerical examples show that the proposed structure produces filters with improved performance when compared to existing methods.