The easiest option is to use the same figure window for each figure, and clear it before each new rendering. If you need to reset the current figure, use:
set(0, 'CurrentFigure', fh);
instead of:
figure(fh);
to avoid the focus being stolen.
In summary:
fh = figure;
for a = 1:num_figs
% Generate the data for rendering here
A = rand(10, 3);
% Select the figure and clear it
set(0, 'CurrentFigure', fh);
clf reset;
% Rendering code here
plot(A);
% Figure exporting code here (don't use saveas or getframe)
print(fh, '-depsc', sprintf('test%3.3d.eps', a));
end