Mixed H2/H∞ filtering for continuous-time polytopic systems: A parameter-dependent approach

Circuits, Systems, and Signal Processing

Volumn 24, Issue 6, 2005, Pages 689-702

  Gao, Huijun ^a   Lam, James ^b   Wang, Changhong ^a  

^a HARBIN INSTITUTE OF TECHNOLOGY   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Linear matrix inequality; Mixed H2 H filtering; Parameter dependent filter; Polytopic systems

Indexed keywords

ASYMPTOTIC STABILITY; CONTROL SYSTEM SYNTHESIS; ERROR ANALYSIS; LINEAR CONTROL SYSTEMS; LYAPUNOV METHODS; MATRIX ALGEBRA; OPTIMAL CONTROL SYSTEMS; SYSTEM STABILITY;

CONTINUOUS TIME POLYTOPIC SYSTEMS; FILTERING ERROR SYSTEM; LINEAR MATRIX INEQUALITY; PARAMETER-DEPENDENT FILTERS;

SIGNAL FILTERING AND PREDICTION;

EID: 31144445588     PISSN: 0278081X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00034-005-0612-y     Document Type: Article

References (33)

1. B. D. O. Anderson and J. B. Moore, Optimal Filtering, Prentice-Hall, Englewood Cliffs, NJ, 1979.
2. 2 synthesis with enhanced linear matrix inequalities (LMI) characterizations, IEEE Trans. Automat. Control, 46:1941-1946, 2001.
3. B. R. Barmish, Necessary and sufficient conditions for quadratic stabilizability of an uncertain system, J. Optim. Theory Appl., 46:399-408, 1985.
4. D. S. Bernstein and W. M. Haddad, Steady-state Kalman filtering with an error bounded, Systems Control Lett., 12:9-16, 1989.
5. S. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan, Linear Matrix Inequalities in Systems and Control Theory, SIAM, Philadelphia, PA, 1994.
6. ∞ filtering design in multirate trans-multiplexer systems: LMI approach, IEEE Trans. Signal Process., 49:2693-2701, 2003.
7. M. C. de Oliveira, J. Bernussou, and J. C. Geromel, A new discrete-time robust stability conditions, Systems Control Lett., 37:261-265, 1999.
8. ∞ norm characterizations and controller parametrizations for discrete-time systems, Internat. J. Control, 75:666-679, 2002.
9. ∞ design of optimal digital linear filters, IMA J. Math. Control Inform., 6:233-251, 1989.
10. E. Feron, P. Apkarian, and P. Gahinet, Analysis and synthesis of robust control systems via parameter-dependent Lyapunov functions, IEEE Trans. Automat. Control, 41(7):1041-1046, 1996.
11. P. Gahinet, A. Nemirovskii, A. J. Laub, and M. Chilali, LMI Control Toolbox User's Guide, The MathWorks, Inc., Natick, MA, 1995.
12. H. Gao and C. Wang, Robust energy-to-peak filtering with improved LMI representations, IEE Proc. Part J: Vision, Image and Signal Process, 150(2):82-89, 2003.
13. ∞ filtering for uncertain systems with multiple time-varying state delays, IEEE Trans. Circuits and Systems Part I, 50(4):594-599, 2003.
14. J. C. Geromel, Optimal linear filtering under parameter uncertainty, IEEE Trans. Signal Process., 47(l):168-175, 1999.
15. J. C. Geromel, M. C. De Oliveira, and J. Bernussou, Robust filtering of discrete-time linear systems with parameter dependent Lyapunov functions, SIAM J. Control Optim., 41(3):700-711, 2003.
16. ∞ filtering of stationary continuous-time linear systems with stochastic uncertainties, IEEE Trans. Automat. Control, 46(11):1788-1793, 2001.
17. ∞ control and filtering of discrete-time stochastic with multiplicative noise, Automatica, 37:409-417, 2001.
18. ∞ filter for polytopic uncertain systems via convex optimization, IEE Proc. Part D: Control Theory Appl., 148:55-59, 2001.
19. R. E. Kalman, A new approach to linear filtering and prediction problems, J. Basic Engineering, 82D(l):35-45, 1960.
20. ∞ filtering, Internat. J. Robust Nonlinear Control, 6(6):313-330, 1996.
21. V. J. S. Leite, V. F. Montagner, and P. L. D. Peres, Robust pole location by parameter dependent state feedback control, In Proceedings of the 41st IEEE Conference on Decision and Control, pages 1864-1869, Las Vegas, Nevada, 2002.
22. ∞ filtering, IEEE Trans. Signal Process., 45(9):2338-2350, 1997.
23. ∞ filter for Markovian jumping systems with time delay, IEEE Trans. Circuits and Systems Part II, 51:607-612, 2004.
24. ∞ filtering design for discrete-time systems, IEEE Trans. Aerospace Electron. Systems, 37:292-296, 2001.
25. D. Peaucelle, D. Arzelier, J. Bachelier, and J. Bernussou, A new robust D-stability condition for real convex polytopic uncertainty, Systems Control Lett., 40:21-30, 2000.
26. D. C. W. Ramos and P. L. D. Peres, A less conservative LMI condition for the robust stability of discrete-time uncertain systems, Systems Control Lett., 43:371-378, 2001.
27. D. C. W. Ramos and P. L. D. Peres, An LMI condition for the robust stability of uncertain continuous-time linear systems, IEEE Trans. Automat. Control, 47:675-678, 2002.
28. ∞ filtering theory and an aerospace application, Internat. J. Robust Nonlinear Control, 6:347-366, 1996.
29. U. Shaked, Improved LMI representations for the analysis and the design of continuous-time systems with polytopic type uncertainty, IEEE Tans. Automat. Control, 46(4):652-656, 2001.
30. H. D. Tuan, P. Apkarian, and T. Q. Nguyen, Robust and reduced-order filtering: New LMI-based characterizations and methods, IEEE Trans. Signal Process., 49(12):2975-2984, 2001.
31. ∞ observer design of linear state delayed systems with parametric uncertainty: The discrete-time case, Automatica, 35:1161-1167, 1999.
32. ∞ state estimation for systems with error variance constraints: The continuous-time case, IEEE Trans. Automat Control, 44:1061-1065, 1999.
33. ∞ filtering for stochastic systems, IEEE Trans. Signal Process., 50(12):2998-3007, 2002.