Title :
Multiobjective filter design for uncertain stochastic time-delay systems
Author :
Subramanian, Ananth ; Sayed, Ali H.
Author_Institution :
Dept. of Electr. Eng., Univ. of California, Los Angeles, CA, USA
Abstract :
This note addresses the problem of robust multiobjective filtering for discrete time-delay systems with mixed stochastic and deterministic uncertainties, in addition to unmodeled nonlinearities. A procedure is developed for the design of linear and exponentially stable filters with a bounded error variance, exponential rate of decay, and robust performance for the error system.
Keywords :
Kalman filters; asymptotic stability; control nonlinearities; delay systems; discrete systems; linear matrix inequalities; linear systems; state estimation; stochastic systems; uncertain systems; bounded error variance; deterministic uncertainties; discrete time-delay systems; error system robust performance; exponential rate of decay; exponentially stable filters; linear stable filters; multiobjective filter design; stochastic systems; uncertain systems; Automatic control; Control systems; Filtering; Nonlinear filters; Robust stability; Robustness; State estimation; Stochastic systems; Time varying systems; Uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2003.821422
