Title :
Robust H2 filtering of linear systems with time delays
Author :
Fridman, E. ; Shaked, U. ; Xie, L.
Author_Institution :
Dept. of Electr. Eng.-Syst., Tel Aviv Univ., Israel
Abstract :
The problem of robust H2 estimation of a combination of state variables of a stationary linear system with time delays is considered. Since the problem is infinite dimensional in nature, an attempt is being made to develop finite dimensional methods that will guarantee a preassigned estimation accuracy. The approach of minimizing the trace of a matrix that overbounds the exact covariance of the estimation error is considered. Sufficient conditions are given in a form of linear matrix inequalities (LMIs). The results are illustrated by a numerical example.
Keywords :
H∞ control; asymptotic stability; delay systems; filtering theory; linear matrix inequalities; linear systems; state estimation; LMI; asymptotic stability; covariance matrix; estimation accuracy; estimation error; finite dimensional methods; infinite dimensional methods; linear matrix inequality; linear systems; matrix trace; robust H2 estimation; robust H2 filtering; state variables; sufficient conditions; time delays; Artificial intelligence; Delay effects; Delay systems; Eigenvalues and eigenfunctions; Filtering; Linear systems; Nonlinear filters; Robustness; Time measurement; Uncertainty;
Conference_Titel :
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
Print_ISBN :
0-7803-7516-5
DOI :
10.1109/CDC.2002.1184970
