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H∞ filtering of time-varying systems with bounded rates of variation

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Please use this identifier to cite or link to this item: http://hdl.handle.net/1928/20170

H∞ filtering of time-varying systems with bounded rates of variation

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Title: H∞ filtering of time-varying systems with bounded rates of variation
Author: Abdallah, Chaouki T.; Borges, Renato A.; Oliveira, Ricardo C. L. F.; Peres, Pedro L. D.
Subject(s): H∞ control
Lyapunov methods
filtering theory
Abstract: In this paper, the problem of robust filter design for time-varying discrete-time polytopic systems with bounded rates of variation is investigated. The design conditions are obtained by using a parameter-dependent Lyapunov function and the Finsler's Lemma. A robust filter, that minimizes an upper bound to the H∞ performance of the estimation error, is obtained as the solution of an optimization problem. A more precise geometric representation of the parameter time variation was used in order to obtain less conservative design conditions. Robust filters for time-invariant, as well as arbitrarily time-varying, polytopic systems can be obtained as a particular case of the proposed method. Numerical examples illustrate the results.
Date: 2008-12-09
Publisher: IEEE
Citation: Decision and Control, 2008. CDC 2008. 47th IEEE Conference, 12/9/2008:1678-1683
Description: DOI: 10.1109/CDC.2008.4738867
URI: http://hdl.handle.net/1928/20170
ISSN: 0191-2216

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