An improved finite frequency approach to robust H∞ filter design for LTI systems with polytopic uncertainties

被引:24
|
作者
Lee, Dong Hwan [1 ]
机构
[1] Yonsei Univ, Dept Elect & Elect Engn, Seoul 120749, South Korea
关键词
robust H-infinity filtering; linear time-invariant (LTI) systems; linear matrix inequality (LMI); polytopic uncertainty; generalized Kalman-Yakubovich-Popov (KYP) lemma; relaxation; TIME LINEAR-SYSTEMS; H-2;
D O I
10.1002/acs.2368
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper, the finite frequency robust H filtering problem (H-FFRFP), design of a robust filter minimizing the H norm from the disturbance input to the estimation error evaluated over a prescribed finite frequency domain, is considered for continuous-time and discrete-time linear time-invariant (LTI) systems with polytopic parameter uncertainties. By means of the generalized Kalman-Yakubovich-Popov (KYP) lemma in combination with a result known as Finsler's lemma, the H-FFRFP is cast as a linear matrix inequality (LMI) optimization. Examples are given to demonstrate that the proposed condition can achieve improvement over the previous ones in the literature. Copyright (c) 2012 John Wiley & Sons, Ltd.
引用
收藏
页码:944 / 956
页数:13
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