Title :
Robust H∞ filtering for uncertain linear systems with multiple time-varying state delays: an LMI approach
Author :
de Souza, Carlos E. ; Palhares, Reinaldo Martinez ; Peres, Pedro L. D.
Author_Institution :
Dept. of Syst. & Control, Lab. Nacional de Comput. Cientifica, Brazil
Abstract :
The problem of guaranteed cost H∞ filtering for continuous-time uncertain linear systems with multiple time-varying state delays is investigated. The uncertain parameters are supposed to belong to convex bounded domains (polytope type uncertainty). The aim is to determine a stable linear filter which assures stability and a prescribed H∞ noise attenuation level for the filtering error system irrespective of the uncertainties. Using a Lyapunov-Krasovskii approach, sufficient conditions for the existence of such a filter are established in terms of linear matrix inequalities, which can be efficiently solved by means of powerful convex programming tools with global convergence assured. An example illustrates the proposed filter design
Keywords :
H∞ control; Lyapunov methods; convex programming; delay systems; delays; filtering theory; linear systems; robust control; time-varying systems; uncertain systems; H∞ noise attenuation level; LMI approach; Lyapunov-Krasovskii approach; continuous-time uncertain linear systems; convex bounded domains; convex programming; filtering error system; global convergence; multiple time-varying state delays; polytope type uncertainty; robust H∞ filtering; stable linear filter; uncertain linear systems; Costs; Delay; Filtering; Linear systems; Noise level; Nonlinear filters; Robustness; Stability; Time varying systems; Uncertainty;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.830936
