Title :
Robust H∞ filtering for a class of uncertain periodic systems
Author :
Xie, Lihua ; de Souza, Carlos E. ; Fragoso, Marcelo D.
Author_Institution :
Dept. of Electr. & Comput. Eng., Newcastle Univ., NSW, Australia
Abstract :
The authors consider the problem of robust H∞ filtering for a class of linear periodic systems which are subject to parameter uncertainty in the state space model. The uncertainty under consideration is norm-bounded and time-varying and appears in both the state and output matrices. They address the problem of designing a linear periodic estimator that guarantees both the quadratic stability and a prescribed H∞ performance on an infinite horizon for the estimation error for all admissible parameter uncertainties. A solution to this problem is obtained via a Riccati equation approach
Keywords :
filtering and prediction theory; linear systems; parameter estimation; stability; time-varying systems; Riccati equation; estimation error; infinite horizon; linear periodic estimator; linear periodic systems; parameter estimation; parameter uncertainty; prescribed H∞ performance; quadratic stability; robust H∞ filtering; state space model; time varying systems; uncertain periodic systems; Estimation error; Filtering; Infinite horizon; Nonlinear filters; Riccati equations; Robustness; Stability; State-space methods; Uncertain systems; Uncertainty;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261361
