Robust ℋ∞-filtering design with pole placement constraint via linear matrix inequalities

Journal of Optimization Theory and Applications

Volumn 102, Issue 2, 1999, Pages 239-261

  Palhares, R M ^a   Peres, P L D ^b  

^a PONTIFICAL CATHOLIC UNIVERSITY OF MINAS GERAIS   (Brazil)

^b UNIVERSITY OF CAMPINAS   (Brazil)

Author keywords

Continuous time systems; Linear matrix inequalities; Pole placement constraint technique; Robust filtering; filtering

Indexed keywords

CONVEX OPTIMIZATION; LINEAR MATRIX INEQUALITIES; POLES; POLES AND ZEROS;

A-STABLE; CONTINOUS TIME SYSTEMS; CONTINUOUS-TIME SYSTEM; CONVEX BOUNDED UNCERTAINTY; LINEAR MATRIX IN EQUALITIES; POLE PLACEMENT CONSTRAINT TECHNIQUE; POLE PLACEMENT CONSTRAINTS; ROBUST FILTERING; ℋ∞-FILTERING; ∞ FILTERING;

CONTINUOUS TIME SYSTEMS;

EID: 0033177058     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1021720205333     Document Type: Article

References (29)

1. LUENBERGER, D. G., Observing the State of a Linear System, IEEE Transactions on Military Electronics, Vol. 8, pp. 74-80, 1964.
2. KALMAN, R. E., and BUCY, R. S., New Results in Linear Filtering and Prediction Theory, Transactions of ASME - Journal of Basic Engineering, Vol. 83, pp. 95-108, 1961.
3. ∞-Filtering, International Journal of Robust and Nonlinear Control, Vol. 6, pp. 313-330, 1996.
4. XIE, L., and DE SOUZA, C. E., On Robust Filtering for Linear Systems with Parameter Uncertainty, Proceedings of the 34th IEEE Conference on Decision and Control, New Orleans, Louisiana, pp. 2087-2092, 1995.
5. ∞-Minimum Error State Estimation of Linear Stationary Processes, IEEE Transactions on Automatic Control, Vol. 35, pp. 554-558, 1990.
6. ∞-Optimization, IEEE Transactions on Signal Processing, Vol. 43, pp. 2822-2830, 1995.
7. ∞-Filtering, IEEE Transactions on Signal Processing, Vol. 45, pp. 2338-2350, 1997.
8. ∞-Setting, IEEE Transactions on Automatic Control, Vol. 36, pp. 152-166, 1991.
9. ∞-Error Bound, Systems and Control Letters, Vol. 12, pp. 9-16, 1989.
10. ∞-Filtering via Convex Optimization, International Journal of Control, Vol. 66, pp. 15-22, 1997.
11. ∞ Filtering via Linear Matrix Inequalities, IEEE Transactions on Aerospace and Electronic Systems, Vol. 33, pp. 1326-1338, 1997.
12. WATSON, J. T., and GRIGORIADIS, K. M., Optimal Unbiased Filtering via Linear Matrix Inequalities, Proceedings of the American Control Conference, Albuquerque, New Mexico, pp. 2825-2829, 1997.
13. ∞-Filtering for Continuous Time-Varying Uncertain Systems with Deterministic Input Signals, IEEE Transactions on Signal Processing, Vol. 43, pp. 709-719, 1995.
14. SAVKIN, A. V., and PETERSEN, I. R., Fixed-Order Robust Filtering for Linear Uncertain Systems, Automatica, Vol. 33, pp. 253-255, 1997.
15. ∞-Estimation for Uncertain Systems, International Journal of Robust and Nonlinear Control, Vol. 2, pp. 87-105, 1992.
16. ∞-Control, International Journal of Robust and Nonlinear Control, Vol. 4, pp. 421-448, 1994.
17. ∞-Synthesis, Automatica, Vol. 32, pp. 1007-1014, 1996.
18. ∞-Control of Systems with Parameter Uncertainty, International Journal of Control, Vol. 63, pp. 741-750, 1996.
19. SCHERER, C., GAHINET, P., and CHILALI, M., Multiobjective Output-Feedback Control via LMI Optimization, IEEE Transactions on Automatic Control, Vol. 42, pp. 896-911, 1997.
20. ∞-Design with Pole Placement Constraints: An LMI Approach, IEEE Transactions on Automatic Control, Vol. 41, pp. 358-367, 1996.
21. 2-Norm Optimization with Constrained Dynamic Output Feedback Controllers: Decentralized and Reliable Control, Proceedings of the 36th IEEE Conference on Decision and Control, San Diego, California, pp. 1307-1312, 1997.
22. ∞-Controllers, Proceedings of the American Control Conference, Albuquerque, New Mexico, pp. 493-498, 1997.
23. GEROMEL, J. C., Optimal Linear Filtering under Parameter Uncertainty, IEEE Transactions on Signal Processing, Vol. 47, pp. 168-175, 1999.
24. ∞-Control of Uncertain Continuous-Time Systems with Regional Pole Constraints, Proceedings of the IFAC Symposium on Robust Control Design, Rio de Janeiro, Brazil, pp. 98-103, 1994.
25. PERES, P. L. D., GEROMEL, J. C., and BERNUSSOU, J., Quadratic Stabilizability of Linear Uncertain Systems in Convex-Bounded Domains, Automatica, Vol. 29, pp. 491-493, 1993.
26. 2-Guaranteed Costs Computation for Uncertain Linear Systems, International Journal of Systems Science, Vol. 28, pp. 183-188, 1997.
27. GAHINET, P., NEMIROVSKI, A., LAUB, A. J., and CHILALI, M., LMI Control Toolbox for Use with Matlab, User's Guide, The Math Works, Natick, Massachusetts, 1995.
28. ∞-Norms, IEEE Transactions on Automatic Control, Vol. 35, pp. 1090-1099, 1990.
29. ∞-State Feedback Control for Continuous-Time Linear Systems, Journal of Optimization Theory and Applications, Vol. 82, pp. 343-359, 1994.