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
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;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.479147
