New approach to mixed H2/H∞ filtering for polytopic discrete-time systems

IEEE Transactions on Signal Processing

Volumn 53, Issue 8, 2005, Pages 3183-3192

  Gao, Huijun ^a   Lam, James ^b   Xie, Lihua ^c   Wang, Changhong ^a  

^a HARBIN INSTITUTE OF TECHNOLOGY   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

^c NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

Discrete time systems; Linear matrix inequality; Mixed H2 H filtering; Polytopic systems

Indexed keywords

DISCRETE TIME CONTROL SYSTEMS; KALMAN FILTERING; LYAPUNOV METHODS; MATRIX ALGEBRA; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION; PARAMETER ESTIMATION; SYSTEM STABILITY;

LINEAR MATRIX INEQUALITY; POLYTOPIC DISCRETE TIME SYSTEMS; POLYTOPIC SYSTEMS;

SIGNAL FILTERING AND PREDICTION;

EID: 25444487015     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2005.851116     Document Type: Article

References (28)

1. B. D. O. Anderson and J. B. Moore, Optimal Filtering. Englewood Cliffs, NJ: Prentice-Hall, 1979.
2. 2 synthesis with enhanced linear matrix inequalities (LMI) characterizations," IEEE Trans. Autom. Control, vol. 46, no. 12, pp. 1941-1946, Dec. 2001.
3. D. S. Bemstein and W. M. Haddad, "Steady-state Kalman filtering with an error bounded," Syst. Control Lett., vol. 12, pp. 9-16, 1989.
4. X. Chen and K. Zhou, "Multiobjective filtering design," in Proc. IEEE Canadian Conf. Elect. Comput. Eng., Edmonton, AB, Canada, 1999, pp. 708-713.
5. ∞ norm characterizations and controller parametrizations for discrete-time systems," Int. J. Control, vol. 75, pp. 666-679, 2002.
6. ∞ design of optimal digital linear filters" IMA J. Math. Control Inf., vol. 6, pp. 233-251, 1989.
7. P. Gahinet, A. Nemirovskii, A. J. Laub, and M. Chilali, LMI Control Toolbox User's Guide. Natick, MA: Mathworks, 1995.
8. ∞ filtering for a class of uncertain nonlinear time-delay systems," IEEE Trans. Autom. Control, vol. 48, no. 9, pp. 1661-1666, Sep. 2003.
9. H. Gao and C. Wang, "Robust energy-to-peak filtering with improved LMI representations," Proc. Inst. Elect. Eng. J: Vision, Image, Signal Process., vol. 150, no. 2, pp. 82-89, 2003.
10. ∞ filtering via linear matrix inequalities," IEEE Trans. Aerosp. Electron. Syst., vol. 33, no. 4, pp. 1326-1338, Oct. 1997.
11. N. T. Hoang, H. D. Tuan, P. Apkarian, and S. Hosoe, "Gain-scheduled filtering for time-varying discrete systems," IEEE Trans. Signal Process., vol. 52, no. 9, pp. 2464-2476, Sep. 2004.
12. R. E. Kalman, "A new approach to linear filtering and prediction problems," J. Basic Eng., vol. 82D, no. 1, pp. 35-45, 1960.
13. ∞ filtering," Int. J. Robust Nonlinear Control, vol. 6, no. 6, pp. 313-330, 1996.
14. V. J. S. Leite, V. F. Montagner, and P. L. D. Peres, "Robust pole location by parameter dependent state feedback control," in Proc. 41st IEEE Conf. Decision Contr., Las Vegas, NV, 2002, pp. 1864-1869.
15. ∞ filtering," IEEE Trans. Signal Process., vol. 45, no. 9, pp. 2338-2350, Sep. 1997.
16. X. Liu, X. Zhang, and X. Xin, "Application of Kalman filter in agricultural economic forecasting," in Proc. IEEE Int. Conf. Syst., Man, Cybern., 1996, pp. 2185-2189.
17. ∞ filtering design for discrete-time systems," IEEE Trans. Aerosp. Electron. Syst., vol. 37, no. 1, pp. 292-296, Jan. 2001.
18. D. Peaucelle, D. Arzelier, J. Bachelier, and J. Bernussou, "A new robust D-stability condition for real convex polytopic uncertainty," Syst. Control Lett., vol. 40, pp. 21-30, 2000.
19. I. R. Petersen and A. V. Savkin, Robust Kalman Filtering for Signals and Systems With Large Uncertainties. Boston, MA: Birkhauser, 1999.
20. H. Qi and J. B. Moore, "Direct Kalman filtering approach for GPS/INS integration," IEEE Trans. Aerosp. Electron. Syst., vol. 38, no. 2, pp. 687-693, Apr. 2002.
21. ∞ filtering theory and an aerospace application," Int. J. Robust Nonlinear Control, vol. 6, pp. 347-366, 1996.
22. C. Scherer, P. Gahinet, and M. Chilali, "Multiobjective output-feedback control via LMI optimization," IEEE Trans. Autom. Control, vol. 42, no. 7, pp. 896-911, Jul. 1997.
23. U. Shaked, L. Xie, and Y. C. Soh, "New approaches to robust minimum variance filter design," IEEE Trans. Signal Process., vol. 49, no. 11, pp. 2620-2629, Nov. 2001.
24. ∞ estimation," Int. J. Robust Nonlinear Control, vol. 6, no. 4, pp. 331-345, 1996.
25. ∞ filtering for linear systems with error variance constraints," IEEE Trans. Signal Process., vol. 48, no. 8, pp. 2463-2467, Aug. 2000.
26. ∞ state estimation for systems with error variance constraints: The continuous-time case," IEEE Trans. Autom. Control, vol. 44, no. 5, pp. 1061-1065, May 1999.
27. L. Xie, Y. C. Soh, and C. E. de Souza, "Robust Kalman filtering for uncertain discrete-time systems," IEEE Trans. Autom. Control, vol. 39, no. 6, pp. 1310-1314, Jun. 1994.
28. ∞ filtering for stochastic systems," IEEE Trans. SignalProcess., vol. 50, no. 12, pp. 2998-3007, Dec. 2002.