Title :
Robust H∞ filter design for uncertain linear systems with multiple time-varying state delays
Author :
de Souza, Carlos E. ; Palhares, Reinaldo Martinez ; Peres, Pedro Luis Dias
Author_Institution :
Dept. of Syst. & Control, Lab. Nacional de Compunacuo Cientifica, Petropolis, Brazil
fDate :
3/1/2001 12:00:00 AM
Abstract :
The problem of robust H∞ filtering for continuous-time uncertain linear systems with multiple time-varying delays in the state variables is investigated. The uncertain parameters are supposed to belong to a given convex bounded polyhedral domain. The aim is to design a stable linear filter assuring asymptotic stability and a prescribed H∞ performance level for the filtering error system, irrespective of the uncertainties and the time delays. Sufficient conditions for the existence of such a filter are established in terms of linear matrix inequalities, which can be efficiently solved by means of powerful convex programming tools with global convergence assured. An example illustrates the proposed methodology
Keywords :
H∞ optimisation; circuit stability; continuous time filters; convergence of numerical methods; delays; filtering theory; filters; linear network synthesis; matrix algebra; network parameters; H∞ performance level; asymptotic stability; continuous-time uncertain linear systems; convex bounded polyhedral domain; convex programming tools; filtering error system; global convergence; linear matrix inequalities; multiple time-varying state delays; robust H∞ filter design; stable linear filter; state variables; sufficient conditions; uncertain parameters; Asymptotic stability; Delay effects; Filtering; Linear matrix inequalities; Linear systems; Nonlinear filters; Robustness; Sufficient conditions; Time varying systems; Uncertainty;
Journal_Title :
Signal Processing, IEEE Transactions on
