Non-fragile H ∞ filter design for linear continuous-time systems

• Published in: Automatica (Oxford) Vol. 44; no. 11; pp. 2849 - 2856
• Main Authors: Yang, Guang-Hong, Che, Wei-Wei
• Format: Journal Article
• Language: English
• Published: Kidlington Elsevier Ltd 01.11.2008; Elsevier
• Subjects: [formula omitted] filtering; Additive gain variations; Applied sciences; Computer science; control theory; systems; Control system analysis; Control theory. Systems; Exact sciences and technology; Fragility; Linear systems; LMIs; Modelling and identification; Linear systems; Additive gain variations; LMIs; H ∞ filtering; Fragility; Estimation error; Error estimation; H∞ filtering; Signal estimation; H infinite control; Continuous time; Linear time; Asymptotic stability; Linear filter; Linear matrix inequality
• ISSN: 0005-1098; 1873-2836
• DOI: 10.1016/j.automatica.2008.03.018

This paper studies the problem of non-fragile H ∞ filter design for linear continuous-time systems. The filter to be designed is assumed to include additive gain variations, which result from filter implementations. A notion of structured vertex separator is proposed to approach the problem, and exploited to develop sufficient conditions for the non-fragile H ∞ filter design in terms of solutions to a set of linear matrix inequalities (LMIs). The designs guarantee the asymptotic stability of the estimation errors, and the H ∞ performance of the system from the exogenous signals to the estimation errors below a prescribed level. A numerical example is given to illustrate the effect of the proposed method.