Robust H2 and H∞ filtering for uncertain linear systems

被引：296

作者：

Duan, Zhisheng ^{[1
]}

Zhang, Jingxin

Zhangc, Cishen

Mosca, Edoardo

机构：

[1] Peking Univ, State Key Lab Turbulence & Complex Syst, Beijing 100871, Peoples R China

[2] Peking Univ, Dept Engn Sci & Mech, Beijing 100871, Peoples R China

[3] Monash Univ, Dept Elect & Comp Syst Engn, Claydon, Vic 3800, Australia

[4] Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore, Singapore

[5] Nanyang Technol Univ, Sch Chem & Biomed Engn, Singapore, Singapore

[6] Univ Florence, Dipartimento Sistemi & Informat, I-50121 Florence, Italy

来源：

AUTOMATICA | 2006年 / 42卷 / 11期

基金：

中国国家自然科学基金; 澳大利亚研究理事会;

关键词：

uncertain systems; parameter-dependent Lyapunov function; robust H(2) and H(infinity) filtering; linear matrix inequality (LMI);

D O I：

10.1016/j.automatica.2006.06.004

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper extends the existing results on the robust H(2) and H(infinity) filtering problems with respect to polytopic uncertainty. A new structure of slack variables is introduced to provide extra free dimensions in the solution space for the H(2) and H(infinity) optimization. This directly leads to performance improvement and reduction of conservativeness in the filtering solution. The method is applicable to both discrete and continuous time systems. Performance of the proposed solutions in comparison with that of the existing methods is illustrated by several examples. (c) 2006 Elsevier Ltd. All rights reserved.

引用

页码：1919 / 1926

页数：8

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