• DocumentCode
    2806123
  • Title

    Robust H∞ filtering with error variance constraints for uncertain discrete-time systems

  • Author

    Yang, Fuwen ; Hung, Y.S.

  • Author_Institution
    Dept. of Electr. Eng., Fuzhou Univ., China
  • fYear
    2000
  • fDate
    2000
  • Firstpage
    635
  • Lastpage
    640
  • Abstract
    The robust H∞ filtering problem is considered for discrete-time systems subject to norm-bounded parameter uncertainties in both the state and the output matrices of the state-space model. Sufficient conditions for the filter to satisfy the prescribed H∞ performance and steady-state estimation error variance constraints are given in terms of two discrete algebraic Riccati inequalities. The filter obtained does not depend on the perturbation parameter which is assumed to be unmeasured. An example is provided to illustrate the use of the results for filter design
  • Keywords
    Riccati equations; discrete time systems; filtering theory; state estimation; state-space methods; uncertain systems; H∞ filtering; algebraic Riccati inequality; discrete-time systems; error variance constraints; robust filtering; state estimation; state-space model; sufficient conditions; uncertain systems; Estimation error; Filtering; Kalman filters; Linear matrix inequalities; Riccati equations; Robustness; State estimation; Sufficient conditions; Uncertain systems; Uncertainty;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Applications, 2000. Proceedings of the 2000 IEEE International Conference on
  • Conference_Location
    Anchorage, AK
  • Print_ISBN
    0-7803-6562-3
  • Type

    conf

  • DOI
    10.1109/CCA.2000.897501
  • Filename
    897501
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2806123