Title :
Guaranteed cost and H∞ filtering for time delay systems
Author :
Kim, Jong Hae ; Oh, Do Chang ; Park, Hong Hae
Author_Institution :
Sensor Technol. Res. Center, Kyungpook Nat. Univ., Taegu, South Korea
Abstract :
In this paper, we consider the guaranteed cost filtering and H∞ filtering design methods for linear time delay systems in continuous-time and discrete-time, respectively. The main purpose is to design stable filters which minimize the guaranteed cost in guaranteed cost filter and H∞ performance measure in H∞ filter. In guaranteed cost filtering, the sufficient conditions for the existence of filters, the guaranteed cost filter design method, and the upper bound of the guaranteed cost axe proposed. Also, the sufficient conditions for the existence of H∞ filters, the H∞ filter design method, and the upper bound of H∞ norm are presented in H∞ filtering. Since the proposed sufficient conditions are LMI(linear matrix inequality) forms in terms of all finding variables, all solutions can be obtained simultaneously. Moreover, we present optimization problems in order to get the optimal guaranteed cost filters and H∞ filters in continuous-time and discrete-time case, respectively
Keywords :
H∞ optimisation; delay systems; filtering theory; linear systems; matrix algebra; minimisation; stability; H∞ filtering; H∞ performance measure minimization; LMI; guaranteed cost filtering; guaranteed cost minimization; linear matrix inequalities; linear time delay systems; optimal guaranteed H∞ filters; optimal guaranteed cost filters; stable filter design; Costs; Delay effects; Filtering theory; Hydrogen; Linear systems; Nonlinear filters; Riccati equations; Symmetric matrices; Uncertain systems; Vectors;
Conference_Titel :
American Control Conference, 2001. Proceedings of the 2001
Conference_Location :
Arlington, VA
Print_ISBN :
0-7803-6495-3
DOI :
10.1109/ACC.2001.946316
