Robust H2/H∞ filtering for linear systems with error variance constraints

IEEE Transactions on Signal Processing

Volumn 48, Issue 8, 2000, Pages 2463-2467

  Wang, Zidong ^a   Huang, Biao ^b  

^a University of Koblenz Landau   (Germany)

^b UNIVERSITY OF ALBERTA   (Canada)

Author keywords

Algebraic Riccati equation; Kalman filtering; Quadratic matrix inequality; Robust filtering

Indexed keywords

EID: 0001208233     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.852028     Document Type: Article

References (12)

1. E. Beran and K. Grigoriadis, "A combined alternating projections and semidefinite programming algorithm for low-order control design," in Proc. Prep. 13th IFAC World Congr., vol. C, San Francisco, CA, 1996, pp. 85-90.
2. P. Bolzern, P. Colaneri, and G. De Nicolao, "Finite escapes and covergence properties of guaranteed-cost robust filters," Automation, vol. 33, pp. 31-47, 1997.
3. G. Garcia, J. Bernussou, and D. Arzelier, "Robust stabilization of discrete-time linear systems with norm bound time-varying uncertainty," Syst. Contr. Lett., vol. 22, pp. 327-339, 1994.
4. ∞ regulation and estimation: The discrete-time case," Syst. Contr. Lett., vol. 16, pp. 235-248, 1991.
5. I.R. Petersen and D.C. McFarlane, "Optimal guaranteed cost control and filtering for uncertain linear systems," IEEE Trans. Automat. Contr., vol. 39, pp. 1971-1977, 1994.
6. 2 Optimal Contr., ser. Series in Systems and Control Engineering. London, U.K.: Prentice-Hall, 1995.
7. R.E. Skelton and T. Iwasaki, "Liapunov and covariance controllers," Int.J. Contr., vol. 57, pp. 519-536, 1993.
8. ∞ state estimation for discrete-time systems with error variance constraints," IEEE Trans. Automat. Contr., vol. 42, pp. 1431-1435, 1997.
9. ∞-state estimation for systems with error variance constraints: The continuous-time case," IEEE Trans. Automat. Contr., vol. 44, pp. 1061-1065, 1999.
10. L. Xie and Y.C. Soh, "Robust Kalman filtering for uncertain systems," Syst. Contr. Lett., vol. 22, pp. 123-129, 1994.
11. L. Xie, Y.C. Soh, and C.E. de Souza, "Robust Kalman filtering for uncertain discrete-time systems," IEEE Trans. Automat. Contr., vol. 39, pp. 1310-1314, 1994.
12. E. Yaz and R.E. Skelton, "Continuous and discrete state estimation with error covariance assignment," in Proc. IEEE Conf. Decision Contr., Brighton, U.K., 1991, pp. 3091-3092.