Title :
A new design of robust H∞ filters for uncertain continuous-time stochastic systems
Author :
Hmamed, Abdelaziz ; Boukili, Bensalem ; Tadeo, Fernando
Author_Institution :
Dept. of Phys., LESSI, Fes-Atlas, Morocco
Abstract :
The robust H∞ filtering problem for linear continuous-time stochastic systems with polytopic parameter uncertainties is studied in this paper, providing a methodology for its solution using a polynomial parameter dependent approach. The new linear matrix inequality (LMI) conditions obtained for the existence of admissible filters are developed based on homogenous polynomial parameter-dependent matrices of arbitrary degree. As special cases results the quadratic framework (using fixed matrices for the entire uncertain domain) and the linearly parameter-dependent framework (using linear convex combinations of matrices) are also solved. Numerical examples illustrate the effectiveness and advantages of the filter design methods proposed in this paper.
Keywords :
H∞ filters; continuous time systems; linear matrix inequalities; linear systems; numerical analysis; stochastic systems; uncertain systems; LMI conditions; fixed matrices; homogenous polynomial parameter-dependent matrices; linear convex matrix combinations; linear matrix inequality conditions; linearly parameter-dependent framework; numerical analysis; polynomial parameter dependent approach; polytopic parameter uncertainties; quadratic framework; robust H∞ filter design; uncertain domain; uncertain linear continuous-time stochastic systems; Attenuation; Linear matrix inequalities; Polynomials; Robustness; Stochastic processes; Stochastic systems; Uncertain systems; Robust H∞ filtering; Stochastic systems; linear matrix inequality; robust stochastic stabilization; uncertain systems;
Conference_Titel :
Sciences and Techniques of Automatic Control and Computer Engineering (STA), 2013 14th International Conference on
Conference_Location :
Sousse
Print_ISBN :
978-1-4799-2953-5
DOI :
10.1109/STA.2013.6783108
