Title :
Robust H2/H∞ state estimation for systems with real parameter uncertainties
Author :
Lee, Seung-Hi ; Stein, Jeffrey L.
Author_Institution :
Dept. of Mech. Eng. & Appl. Mech., Michigan Univ., Ann Arbor, MI, USA
fDate :
29 June-1 July 1994
Abstract :
This paper considers the robust H2/H∞ estimation problem for time invariant systems with time varying structured parameter uncertainties in the state space model. The uncertain system which has parameter uncertainties in the state and observation matrix is considered. We consider the uncertainty matrices which can represent most structured parameter uncertainties in the state space model. We present a simple sufficient condition in terms of Riccati equations to design a robust state estimator that minimizes the H2 error variance bound with an H∞ error bound constraint.
Keywords :
H∞ optimisation; Riccati equations; matrix algebra; state estimation; state-space methods; uncertain systems; H∞ error bound constraint; H2 error variance bound; Riccati equations; observation matrix; real parameter uncertainties; robust H2/H∞ estimation; state estimation; state space model; sufficient condition; time invariant systems; uncertain system; uncertainty matrices; Estimation error; Filters; Hydrogen; Linear systems; Robustness; State estimation; State-space methods; Time varying systems; Uncertain systems; Uncertainty;
Conference_Titel :
American Control Conference, 1994
Print_ISBN :
0-7803-1783-1
DOI :
10.1109/ACC.1994.752469
