Robust filtering of discrete-time linear systems with parameter dependent Lyapunov functions

Robust filtering of linear time-invariant discrete-time uncertain systems is investigated through a new parameter dependent Lyapunov matrix procedure. Its main interest relies on the fact that the Lyapunov matrix used in stability checking does not appear in any multiplicative term with the uncertai...

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Bibliographic Details
Published inSIAM journal on control and optimization Vol. 41; no. 3; pp. 700 - 711
Main Authors GEROMEL, J. C, DE OLIVEIRA, M. C, BERNUSSOU, J
Format Journal Article
LanguageEnglish
Published Philadelphia, PA Society for Industrial and Applied Mathematics 01.01.2002
Subjects
Applied sciences
Computer science; control theory; systems
Control theory. Systems
Exact sciences and technology
Miscellaneous
Modelling and identification
Noise
Invariant
Uncertainty
Linear time
Numerical method
Discrete system
Modeling
Uncertain system
Linear system
Filter
Discrete time
Linear filtering
Linear matrix inequality
Parameter
Robustness
Dynamic model
Lyapunov function
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Summary:Robust filtering of linear time-invariant discrete-time uncertain systems is investigated through a new parameter dependent Lyapunov matrix procedure. Its main interest relies on the fact that the Lyapunov matrix used in stability checking does not appear in any multiplicative term with the uncertain matrices of the dynamic model. We show how to use such an approach to determine high performance H2 robust filters by solving a linear problem constrained by linear matrix inequalities (LMIs). The results encompass the previous works in the quadratic Lyapunov setting. Numerical examples illustrate the theoretical results.
ISSN:0363-0129
1095-7138
DOI:10.1137/S0363012999366308