In this article, an improved H ∞ filtering method is designed for the discrete linear systems. First of all, a new system model with system scenario and an improved H ∞ filtering method corresponding to this model are proposed. Secondly, a new kind of H ∞ filtering performance standard is presented. Then, sufficient conditions to satisfy the above performance standard function are solved by derivation and calculation. In addition, two theorems corresponding above improved H ∞ filtering method in this paper are presented and proved. Finally, through a series of simulation and comparison in this paper, the better performance of the filter is verified.