Title :
Filtering on sampled-data systems with parametric uncertainty
Author_Institution :
Sch. of Math., South Australia Univ., The Levels, SA, Australia
fDate :
7/1/1998 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
