H2 and H∞ robust filtering for discrete-time linear systems

SIAM Journal on Control and Optimization

Volumn 38, Issue 5, 2000, Pages 1353-1368

  Geromel, José C ^a   Bernussou, Jacques ^b   Garcia, Germain ^b   De Oliveira, Maurício C ^a  

^a UNIVERSITY OF CAMPINAS   (Brazil)

^b LAAS CNRS   (France)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEM ANALYSIS; DISCRETE TIME CONTROL SYSTEMS; KALMAN FILTERING; MATHEMATICAL PROGRAMMING; MATRIX ALGEBRA; OPTIMAL CONTROL SYSTEMS; ROBUSTNESS (CONTROL SYSTEMS); UNCERTAIN SYSTEMS;

LINEAR MATRIX INEQUALITIES (LMI);

LINEAR CONTROL SYSTEMS;

EID: 0033677095     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012997327379     Document Type: Article

References (20)

1. B. D. O. ANDERSON AND J. B. MOORE, Optimal Filtering, Prentice-Hall, Englewood Cliffs, NJ, 1979.
2. S. P. BOYD, L. EL GHAOUI, E. FERON, AND V. BALAKRISHNAN, Linear Matrix Inequalities in System and Control Theory, SIAM, Philadelphia, PA, 1994.
3. ∞ Viewpoint, Academic Press, New York, 1997.
4. ∞, control, Internat. J. Robust Nonlinear Control, 4 (1994), pp. 421-448.
5. 2 norm optimization with constrained dynamic output feedback controllers: Decentralized and reliable control, IEEE Trans. Automat. Control, 44 (1999), pp. 1449-1454.
6. J. C. GEROMEL, J. BERNUSSOU, AND P. L. D. PERES, Decentralized control through parameter space optimization, Automatica J. IFAC, 30 (1994), pp. 1565-1578.
7. J. C. GEROMEL, P. L. D. PERES, AND J. BERNUSSOU, On a convex parameter space method for linear control design of uncertain systems, SIAM J. Control Optim., 29 (1991), pp. 381-402.
8. ∞ control problem for discrete time uncertain systems, SIAM J. Control Optim., 33 (1995), pp. 1816-1833.
9. B. N. JAIN, Guaranteed error estimation in uncertain systems, IEEE Trans. Automat. Control, 20 (1975), pp. 230-232.
10. ∞ filtering, Internat. J. Robust Nonlinear Control, 6 (1996), pp. 313-330.
11. ∞ setting, IEEE Trans. Automat. Control, 36 (1991), pp. 152-166.
12. J. O'REILLY, Observers for Linear Systems, Academic Press, New York, 1983.
13. I. R. PETERSEN AND D. C. MACFARLANE, Optimal guaranteed cost filtering for uncertain discrete-time systems, IEEE Trans. Automat. Control, 6 (1996), pp. 267-280.
14. ∞ control, in Trends in Control: A European Perspective, A. Isidori, ed., Springer-Verlag, Berlin, 1995, pp. 173-216.
15. C. SCHERER, P. GAHINET, AND M. CHILALI, Multiobjective output-feedback control via LMI optimization, IEEE Trans. Automat. Control, 42 (1997), pp. 896-911.
16. ∞ optimal estimation: A tutorial, in Proceedings of the IEEE Conference on Decision and Control, Tucson, AZ, 1992.
17. D. D. SILJAK, Large Scale Dynamic Systems: Stability and Structure, North-Holland, Amsterdam, 1979.
18. ∞ estimation for discrete-time linear uncertain systems, Internat. J. Robust Nonlinear Control, 1 (1991), pp. 11-23.
19. L. XIE AND Y. C. SOH, Robust Kalman filtering for uncertain systems, Systems Control Lett., 22 (1994), pp. 123-129.
20. K. ZHOU, J. C. DOYLE, AND K. GLOVER, Robust and Optimal Control, Prentice-Hall, Upper Saddle River, NJ, 1996.