Filtering on sampled-data systems with parametric uncertainty

Author

Shi, Peng

Author_Institution

Sch. of Math., South Australia Univ., The Levels, SA, Australia

Volume

43

Issue

7

fYear

1998

fDate

7/1/1998 12:00:00 AM

Firstpage

1022

Lastpage

1027

Abstract

The paper is concerned with the problem of robust H_∞ filtering for a class of systems with parametric uncertainties and unknown time delays under sampled measurements. The parameter uncertainties considered are real time-varying and norm-bounded, appearing in the state equation. An approach has been proposed for the designing of H_∞ filters, using sampled measurements, which would guarantee a prescribed H_∞ performance in the continuous-time context, irrespective of the parameter uncertainties and unknown time delays. Both cases of finite and infinite horizon filtering are studied. It has been shown that the above robust H_∞-filtering problem can be solved in terms of differential Riccati inequalities with finite discrete jumps

Keywords

H^∞ control; Riccati equations; delay systems; filtering theory; sampled data systems; uncertain systems; H_∞ performance; differential Riccati inequalities; finite discrete jumps; finite horizon filtering; infinite horizon filtering; parametric uncertainty; robust H_∞ filtering; sampled measurements; sampled-data systems; state equation; Control systems; Delay effects; Filtering; Nonlinear filters; Riccati equations; Robust stability; Robustness; Time measurement; Uncertain systems; Uncertainty;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.701119

Filename

701119