Title :
Robust reduced-order H∞ filtering via linear matrix inequalities
Author :
Ran, Yang ; Xiaoming, Xu ; Weidong, Zhang
Author_Institution :
Dept. of Autom., Shanghai Jiaotong Univ., China
Abstract :
The design of reduced-order robust H∞ filter for a linear system with time-varying parameter uncertainties is considered and the tool we used is linear matrix inequalities (LMIs). Based on the bounded real lemma and projective theorem, the condition for the existence of a filter with reduced order is given and the parameterized expression of the desired filters is obtained. Furthermore, an example is presented to demonstrate the effectiveness of the proposed design approach
Keywords :
H∞ optimisation; filtering theory; matrix algebra; time-varying filters; bounded real lemma; linear matrix inequalities; linear system; projective theorem; robust reduced-order H∞ filtering; time-varying parameter uncertainties; Estimation error; Filtering; Linear matrix inequalities; Noise measurement; Noise reduction; Nonlinear filters; Robustness; Signal processing; State estimation; Vectors;
Conference_Titel :
Signal Processing Proceedings, 2000. WCCC-ICSP 2000. 5th International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7803-5747-7
DOI :
10.1109/ICOSP.2000.894461
