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Robust H filtering for discrete-time linear systems with uncertain time-varying parameters

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3 Author(s)
de Souza, Carlos E. ; Dept. of Syst. & Control, Petropolis, Brazil ; Barbosa, K.A. ; Neto, A.T.

This paper deals with the problem of robust H filtering for linear discrete-time state-space models with uncertain time-varying parameters. The parameters enter affinely into the state-space model matrices, and their admissible values and variations are assumed to belong to given intervals. A method is derived for designing a linear stationary asymptotically stable filter with a prescribed H performance, in spite of large parameter uncertainty. The proposed method incorporates information on available bounds on both the admissible values and variation of the uncertain parameters and is based on a Lyapunov function with quadratic dependence on the parameters. The filter design is given in terms of linear matrix inequalities.

Published in:

Signal Processing, IEEE Transactions on  (Volume:54 ,  Issue: 6 )

Date of Publication:

June 2006

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