The finite-time peak-to-peak filtering problem is studied for a class of linear dynamic systems. By reconstructingthe system, the dynamic filtering error system is obtained. Our aim is to design a peak-to-peak filtersuch that the induced L∞ gain from the unknown disturbance to the estimated errors is minimized with respect tothe finite-time interval. By using a proper Lyapunov function, sufficient conditions are established on the existenceof peak-to-peak filter which also guarantees the finite-time boundedness of the filtering error dynamic systems. Thedesign criteria are presented in the form of linear matrix inequalities and then described as an optimization problem. Simulation results are given to illustrate the validity of the proposed approaches.
The finite-time peak-to-peak filtering problem is studied for a class of linear dynamic systems. By reconstructingthe system, the dynamic filtering error system is obtained. Our aim is to design a peak-to-peak filtersuch that the induced L∞ gain from the unknown disturbance to the estimated errors is minimized with respect tothe finite-time interval. By using a proper Lyapunov function, sufficient conditions are established on the existenceof peak-to-peak filter which also guarantees the finite-time boundedness of the filtering error dynamic systems. Thedesign criteria are presented in the form of linear matrix inequalities and then described as an optimization problem. Simulation results are given to illustrate the validity of the proposed approaches.