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Multiobjective filter design for uncertain stochastic time-delay systems

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2 Author(s)
Subramanian, A. ; Dept. of Electr. Eng., Univ. of California, Los Angeles, CA, USA ; Sayed, A.H.

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.

Published in:

Automatic Control, IEEE Transactions on  (Volume:49 ,  Issue: 1 )