NDLI: Robust /spl Hscr//sub /spl infin// filtering for discrete-time linear systems with uncertain time-varying parameters

Content Provider	IEEE Xplore Digital Library
Author	de Souza, C.E. Barbosa, K.A. Neto, A.T.
Copyright Year	1991
Abstract	This paper deals with the problem of robust /spl Hscr//sub /spl infin// 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 /spl Hscr//sub /spl infin// 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.
Sponsorship	IEEE Signal Processing Society
Starting Page	2110
Ending Page	2118
Page Count	9
File Size	528301
File Format	PDF
ISSN	1053587X
Volume Number	54
Issue Number	6
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2006-06-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Nonlinear filters Filtering Lyapunov method Uncertain systems Linear systems Robust stability Time varying systems Noise robustness Linear matrix inequalities Upper bound time-varying uncertain parameters Discrete-time systems linear systems robust filtering
Content Type	Text
Resource Type	Article
Subject	Signal Processing Electrical and Electronic Engineering

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