Title :
Design of robust filters with improved robustness margins via parameter scaling
Author :
Terra, Marco H. ; Sayed, Ali H.
Author_Institution :
Electr. Eng. Dept., Sao Paulo Univ., Brazil
Abstract :
The paper describes a procedure for improving the robustness margins of robust filters via parameter scaling. The scaling parameter is chosen as the square-root factor of the inverse of a positive-definite solution to certain matrix inequalities. This choice is motivated by the desire to generate an estimator dynamics with a stable closed-loop matrix whose maximum singular value is bounded by unity; a step that enhances the robustness of the filters
Keywords :
Riccati equations; closed loop systems; filtering theory; matrix algebra; stability; state-space methods; H∞ filter; H∞ filtering; estimator dynamics; guaranteed-cost filter; matrix inequalities; parameter scaling; parametric uncertainty; positive-definite solution; robust filters; robustness margins; square-root factor; stable closed-loop matrix; steady-state filter; Algorithm design and analysis; Estimation error; Filtering; Filters; Linear matrix inequalities; Noise measurement; Robust control; Robustness; Steady-state; Uncertainty;
Conference_Titel :
Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-7061-9
DOI :
10.1109/.2001.980180
