Title :
Robust H∞ filtering of uncertain 2D discrete systems
Author :
Du, C. ; Xie, L. ; Soh, Y.C.
Author_Institution :
Sch. of Electr. & Electron. Eng., Nanyang Technol. Univ., Singapore
Abstract :
This paper focuses on the H∞ filtering of two-dimensional (2D) linear discrete systems with norm-bounded parameter uncertainty which appears in both the state and output matrices. The system is described by a 2D local state-space Fornasini-Marchesini second model. For the finite horizon case, a solution to the H∞ filtering is given in terms of two 2D Riccati difference equations. The infinite horizon 2D H∞ filtering is solved via both the algebraic Riccati inequality (ARI) and the linear matrix inequality approaches. The LMI approach is numerically more attractive than the ARI approach
Keywords :
Riccati equations; difference equations; discrete time systems; filtering theory; linear systems; matrix algebra; multidimensional systems; state estimation; state-space methods; uncertain systems; 2D systems; Fornasini-Marchesini model; H∞ filtering; Riccati difference equations; algebraic Riccati inequality; discrete time systems; linear matrix inequality; linear systems; robust filtering; state estimation; state-space model; uncertain systems; Attenuation; Boundary conditions; Estimation error; Filtering; Infinite horizon; Noise level; Noise robustness; Nonlinear filters; Uncertain systems; Uncertainty;
Conference_Titel :
American Control Conference, 1999. Proceedings of the 1999
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4990-3
DOI :
10.1109/ACC.1999.786411
