Title :
An improved approach to robust H2 and H∞ filter design for uncertain linear systems with time-varying parameters
Author :
Jun, Xu ; Lihua, Xie
Author_Institution :
Nat. Univ. of Singapore, Singapore
Abstract :
In this paper, we discuss the robust H2 and H∞ filter problems for a class of continuous-time and discrete-time linear systems with convex bounded uncertain time-varying parameters. By employing parameter-dependent Lyapunov functions, some improved sufficient conditions based on a scaling LMI formulation for the robust filtering problems are presented. A numerical example is given to demonstrate the effectiveness of the proposed design methods.
Keywords :
H∞ control; Lyapunov methods; continuous time systems; discrete time systems; filtering theory; linear matrix inequalities; linear systems; robust control; uncertain systems; LMI; continuous-time systems; convex bounded uncertain time-varying parameters; discrete-time linear systems; linear matrix inequality; parameter-dependent Lyapunov functions; robust H2-H∞ filter design; robust filtering problems; uncertain linear systems; Filtering; Hydrogen; Linear systems; Lyapunov method; Nonlinear filters; Riccati equations; Robustness; Time varying systems; Uncertain systems; Uncertainty; Robust filter; linear matrix inequality (LMI); parameter-dependent Lyapunov function;
Conference_Titel :
Control Conference, 2007. CCC 2007. Chinese
Conference_Location :
Hunan
Print_ISBN :
978-7-81124-055-9
Electronic_ISBN :
978-7-900719-22-5
DOI :
10.1109/CHICC.2006.4347486
