Robust H/sub /spl infin// FIR filter for discrete-time uncertain systems

A robust H/sub /spl infin// filter with FIR (finite impulse response) structure is proposed for linear discrete time-varying uncertain systems represented by the state-space model having parameter uncertainty. Firstly, when there is no parameter uncertainty in the system, the discrete-time H/sub /spl infin// FIR filter is derived by using the equivalence relationship between the FIR filter and the recursive filter, which corresponds to the standard H/sub /spl infin// filter. Secondly, when the system has the parameter uncertainty, the robust H/sub /spl infin// FIR filter is proposed for the discrete-time linear uncertain system. It is also derived from the equivalence relationship between the robust H/sub /spl infin// FIR filter and the robust H/sub /spl infin// filter proposed by de Souza and Xie (1994) and Xie et al. (1991) for discrete-time systems. Estimation performance of the discrete-time H/sub /spl infin// FIR filters proposed is compared with two other techniques, Kalman filter and the robust H/sub /spl infin// filter, via some simulations to exemplify the performance superiority of the proposed method over other techniques.