DocumentCode
2844010
Title
An LMI approach to robust ℋ∞ filtering for linear systems
Author
Li, Huaizhong ; Fu, Minyue
Author_Institution
Dept. of Electr. & Comput. Eng., Newcastle Univ., NSW, Australia
Volume
4
fYear
1995
fDate
13-15 Dec 1995
Firstpage
3608
Abstract
In this paper, we consider the robust ℋ∞ filtering problem for both continuous and discrete-time linear uncertain systems with energy bounded exogenous noise inputs and structural uncertainties satisfying some general integral quadratic constraints. We apply the well-known S-procedure and show that the robust ℋ∞ filtering problem can be effectively solved using linear matrix inequalities (LMIs)
Keywords
H∞ optimisation; asymptotic stability; continuous time systems; discrete time systems; filtering theory; linear systems; matrix algebra; state estimation; uncertain systems; H∞ filtering; asymptotic stability; continuous time systems; discrete-time systems; energy bounded exogenous noise inputs; integral quadratic constraints; linear matrix inequality; linear systems; uncertain systems; Deconvolution; Ear; Filtering; H infinity control; Integrated circuit noise; Linear matrix inequalities; Noise robustness; Nonlinear filters; Radar applications; Uncertainty;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
0-7803-2685-7
Type
conf
DOI
10.1109/CDC.1995.479147
Filename
479147
Link To Document