H2 robust filter design with performance certificate via convex programming

In this paper a new approach to H2 robust filter design is proposed. Both continuous- and discrete-time invariant systems subject to polytopic parameter uncertainty are considered. After a brief discussion on some of the most expressive methods available for H2 robust filter design, a new one based...

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Bibliographic Details
Published in:	Automatica (Oxford) Vol. 44; no. 4; pp. 937 - 948
Main Authors:	Geromel, José C., Korogui, Rubens H.
Format:	Journal Article
Language:	English
Published:	Oxford Elsevier Ltd 01.04.2008 Elsevier
Subjects:	Applied sciences Computer science; control theory; systems Control system analysis Control theory. Systems Convex programming Exact sciences and technology Filter design Kalman filter Linear matrix inequalities (LMIs) Robust [formula omitted] filtering Linear matrix inequalities (LMIs) Filter design Convex programming Kalman filter Robust H2 filtering Polytope Lower bound Estimation error Error estimation Continuous time Robust control Upper bound Uncertain system Linear filter Minimax problem Discrete time Linear matrix inequality Causality Invarying system
ISSN:	0005-1098, 1873-2836
Online Access:	Get full text
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