Title :
Robust filtering for uncertain nonlinearly parameterized plants
Author :
Tuan, Hoang Duong ; Apkarian, Pierre ; Nguyen, Troung Q.
Author_Institution :
Dept. of Electr. & Comput. Eng., Toyota Technol. Inst., Nagoya, Japan
fDate :
7/1/2003 12:00:00 AM
Abstract :
We address the robust filtering problem for a wide class of systems whose state-space data assume a very general nonlinear dependence in the uncertain parameters. Our resolution methods rely on new linear matrix inequality characterizations of H2 and H∞ performances, which, in conjunction with suitable linearization transformations of the variables, give rise to practical and computationally tractable formulations for the robust filtering problem.
Keywords :
H∞ optimisation; filtering theory; linear matrix inequalities; state-space methods; H∞ performance; H2 performance; linear matrix inequality; linearization transformations; nonlinear dependence; resolution methods; robust filtering; state-space data; uncertain nonlinearly parameterized plants; uncertain parameters; Associate members; Filtering; Linear matrix inequalities; Lyapunov method; Mathematics; Nonlinear filters; Robustness; State estimation; Uncertain systems; Uncertainty;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2003.812745