Considering that the property of finite-time convergence is of great significance for practical filters, this article is focused on the finite-time ℋ∞ filtering for discrete-time switched systems with average dwell time. Different from the case of the general mode-dependent switching, the information of the admissible switching edge is fully exploited to derive more preferable filtering scheme. In order to further reduce the design conservatism, the multiple discontinuous Lyapunov function approach, which incorporates the concept of admissible edge-dependent average dwell time, is used to analyze the finite-time stability and ℋ∞ performance of the filtering error system. This approach assigns each subsystem of the error system with a discontinuous function rather than a continuous one, so it is less conservative compared to the conventional multiple Lyapunov function approach. First, the finite-time boundedness and ℋ∞ performance is analyzed for general switched nonlinear systems with admissible edge-dependent average dwell time. Then, a sufficient condition of the finite-time boundedness and ℋ∞ performance is derived for the filtering error system based on the obtained criterion. Subsequently, an admissible edge-dependent finite-time filtering scheme is proposed for the underlying system in terms of linear matrix inequalities. Finally, the proposed filter design scheme is applied to a DC–DC power converter circuit, and its effectiveness and superiority are verified by the simulation results.
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