Title :
Robust filtering of discrete-time linear systems with parameter dependent Lyapunov functions
Author :
Geromel, J.C. ; de Oliveira, M.C. ; Bernussou, J.
Author_Institution :
Sch. of Electr. & Comput. Eng., UNICAMP, Campinas, Brazil
Abstract :
Robust filtering of linear time-invariant discrete-time uncertain systems is investigated through a new parameter dependent Lyapunov matrix procedure. Its main interest relies on the fact that the Lyapunov matrix used in stability checking does not appear in any multiplicative term with the uncertain matrices of the dynamic model. We show how to use such an approach to determine high performance H2 robust filters by solving a linear problem constrained by linear matrix inequalities (LMI). The results encompass the previous works in the quadratic Lyapunov setting. Numerical examples illustrate the theoretical results
Keywords :
Lyapunov methods; discrete time systems; linear systems; matrix algebra; robust control; stability; uncertain systems; discrete-time linear systems; high performance H2 robust filters; linear matrix inequalities; numerical examples; parameter dependent Lyapunov functions; parameter dependent Lyapunov matrix procedure; quadratic Lyapunov setting; robust filtering; uncertain matrices; uncertain systems; Estimation error; Filtering; Hydrogen; Linear matrix inequalities; Linear systems; Nonlinear filters; Robustness; Stability; Uncertain 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.1999.832843
