Title :
H∞ smoothing for continuous uncertain systems
Author :
Blanco, E. ; Neveux, Ph ; Thomas, G.
Author_Institution :
LAGEP, Univ. Claude Bernard, Villeurbanne, France
Abstract :
An H∞ smoother has been developed (Blanco et al., 2000) and it gives good results for noise uncertainties. Nevertheless, when uncertain parameters appear, its performance decreases significantly. Therefore, an estimator robust to noise uncertain properties and parameter uncertainties is presented. The robust H∞ smoother for uncertain systems is developed as a combination of two robust H∞ filters. The robust performance, for both noise and parameter uncertainties, of this new approach is evaluated on a simple example
Keywords :
H∞ optimisation; parameter estimation; smoothing methods; uncertain systems; H∞ filters; H∞ smoothing; continuous uncertain systems; estimator; noise uncertainties; parameter uncertainties; performance; Continuous time systems; Covariance matrix; Estimation error; Filters; Noise robustness; Smoothing methods; State-space methods; Statistics; Uncertain systems; Uncertainty;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2001. Proceedings. (ICASSP '01). 2001 IEEE International Conference on
Conference_Location :
Salt Lake City, UT
Print_ISBN :
0-7803-7041-4
DOI :
10.1109/ICASSP.2001.940706
