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Robust H2 filtering for uncertain systems with measurable inputs

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2 Author(s)
de Souza, Carlos E. ; Dept. of Syst. & Control, Lab. Nacional de Computacao Cientifica, Petropolis, Brazil ; Shaked, U.

This paper deals with the robust minimum variance filtering problem for linear time-varying systems subject to a measurable input and to norm bounded parameter uncertainty in the state and/or the output matrices of the state-space model. The problem addressed is the design of linear filters having an error variance with a guaranteed upper bound for any allowed uncertainty and any input of bounded energy. Three types of input signals are considered: a signal that is a priori known for the whole time interval, an unknown signal of very large bandwidth that is perfectly measured on-line, and a large bandwidth signal that is measured ahead of time in a fixed preview time interval. Both the time-varying finite-horizon and stationary infinite-horizon cases are treated

Published in:

Signal Processing, IEEE Transactions on  (Volume:47 ,  Issue: 8 )

Date of Publication:

Aug 1999

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