Title :
Robust ℋ∞ filtering for uncertain discrete-time state-delayed systems
Author :
Palhares, Reinaldo Martinez ; de Souza, Carlos E. ; Peres, Pedro Luis Dias
Author_Institution :
Graduate Program in Electr. Eng., Pontifical Catholic Univ. of Minas Gerais, Belo Horizonte, Brazil
fDate :
8/1/2001 12:00:00 AM
Abstract :
This paper addresses the problem of robust ℋ∞ filtering for linear discrete-time systems subject to parameter uncertainties in the system state-space model and with multiple time delays in the state variables. The uncertain parameters are supposed to belong to a given convex bounded polyhedral domain. A methodology is developed to design a stable linear filter that assures asymptotic stability and a prescribed ℋ∞ performance for the filtering error, irrespective of the uncertainty and the time delays. The proposed design is given in terms of linear matrix inequalities, which has the advantage in that it can be implemented numerically very efficiently
Keywords :
H∞ optimisation; asymptotic stability; circuit optimisation; circuit stability; delays; discrete time systems; filtering theory; matrix algebra; network parameters; network synthesis; state-space methods; asymptotic stability; convex bounded polyhedral domain; convex optimization problem; linear discrete-time systems; linear matrix inequalities; multiple time delays; parameter uncertainties; robust ℋ∞ filtering; stable linear filter; state variables.; system state-space model; uncertain discrete-time state-delayed systems; uncertain parameters; Context modeling; Delay effects; Filtering; Linear matrix inequalities; Noise robustness; Nonlinear filters; Riccati equations; Signal design; Uncertain systems; Uncertainty;
Journal_Title :
Signal Processing, IEEE Transactions on
