Title :
A Polynomial Approach to Robust Estimation of Uncertain Discrete-Time Systems
Author :
Neveux, Philippe ; Blanco, E.
Author_Institution :
UMR UAPV-INRA 1114 EMMAH-UFR-ip Sci. et Technol., Univ. d´Avignon et des Pays de Vaucluse, Avignon, France
Abstract :
The robust estimation problem for uncertain discrete-time systems is treated in this paper considering parametric uncertainties in the polynomial framework. The estimator is the minimiser of a cost function written in a ∈-contaminated form. Uncertainties are not formally modelled. It is shown that, in the present context, the proposed approach can be connected to stochastic modelling of uncertainties. The optimal robust estimator is obtained by computing a spectral factorisation and by solving a single Diophantine equation. An example shows the efficiency of the proposed method.
Keywords :
discrete time systems; estimation theory; matrix decomposition; polynomials; stochastic processes; uncertain systems; ε-contaminated form; Diophantine equation; cost function; parametric uncertainties; polynomial approach; robust estimation problem; spectral factorisation; stochastic uncertainties modelling; uncertain discrete-time systems; Estimation; Mathematical model; Polynomials; Robustness; Transfer functions; Uncertainty; Discrete-time Systems; Discrete-time systems; Polynomials; Robust estimation; Spectral Factorisation; Uncertain systems; polynomials; robust estimation; spectral factorisation; uncertain systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2015.2408555
