Title :
Robust H∞ filtering for uncertain systems with sampled-data measurements
Author :
Shi, Peng ; de Souza, Carlos E. ; Xie, Lihua
Author_Institution :
Dept. of Electr. & Comput. Eng., Newcastle Univ., NSW, Australia
Abstract :
This paper investigates the problem of H∞ filtering for linear continuous-time systems subject to real time-varying parameter uncertainty and with sampled-data measurements. We address the design of linear filters that would guarantee a prescribed H∞ performance in the continuous-time context, irrespective of the parameter uncertainty and unknown initial states. The cases of both finite and infinite horizon filtering are considered
Keywords :
filtering and prediction theory; linear systems; sampled data systems; state estimation; time-varying systems; finite horizon filtering; infinite horizon filtering; initial state estimation; linear continuous time systems; linear filters; robust H∞ filtering; sampled data measurements; time varying parameter uncertainty; uncertain systems; Australia; Filtering; Infinite horizon; Nonlinear filters; Riccati equations; Robustness; State-space methods; Symmetric matrices; Time varying systems; Uncertain systems;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325040
