Title :
Robust filtering for uncertain systems with unstable modes
Author :
Xie, Lihua ; de Souza, Carlos E. ; Soh, Yeng C.
Author_Institution :
Sch. of Electr. & Electron. Eng., Nanyang Technol. Univt., Singapore
Abstract :
This paper deals with the problem of robust filter design for uncertain linear systems with unstable modes and subject to norm-bounded parameter uncertainty in both the state and output matrices. We develop a methodology for designing stationary linear filters that yield an optimized upper bound on the worst-case asymptotic error variance
Keywords :
filtering theory; uncertain systems; norm-bounded parameter uncertainty; optimized upper bound; robust filter design; stationary linear filters; uncertain linear systems; unstable modes; worst-case asymptotic error variance; Artificial intelligence; Estimation error; Filtering; Linear systems; Nonlinear filters; Robust stability; Robustness; Uncertain systems; Uncertainty; Upper bound;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411556
