Robust filtering of discrete-time linear systems with parameter dependent Lyapunov functions

被引：168
|
作者：
Geromel, JC
De Oliveira, MC
Bernussou, J
机构：
[1] Univ Estadual Campinas, Sch Elect & Comp Engn, DT, BR-13083970 Campinas, SP, Brazil
[2] CNRS, LAAS, F-31077 Toulouse 4, France
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 2002年 / 41卷 / 03期
关键词：
linear systems; discrete-time systems; parameter uncertainty; filtering; parameter dependent Lyapunov functions; linear matrix inequalities;
D O I：
10.1137/S0363012999366308
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Robust filtering of linear time-invariant discrete-time uncertain systems is investigated through a new parameter dependent Lyapunov matrix procedure. Its main interest relies on the fact that the Lyapunov matrix used in stability checking does not appear in any multiplicative term with the uncertain matrices of the dynamic model. We show how to use such an approach to determine high performance H-2 robust filters by solving a linear problem constrained by linear matrix inequalities (LMIs). The results encompass the previous works in the quadratic Lyapunov setting. Numerical examples illustrate the theoretical results.
引用
收藏
页码：700 / 711
页数：12
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