DocumentCode
858120
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
Volume
49
Issue
1
fYear
2004
Firstpage
149
Lastpage
154
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2003.821422
Filename
1259474
Link To Document