TY - GEN
T1 - A new method for robust H∞ filtering of uncertain discrete-time systems
AU - Lu, Pingli
AU - Yang, Ying
PY - 2009
Y1 - 2009
N2 - This paper deals with the robust H∞ filtering problem for discrete-time linear systems with polytopic uncertainties. Differently from existing results, we assume that not only the Lyapunov functions are parameter-dependent in the whole polytope domain, but also the filter is dependent of the parameters which belong to a polytope. Our results contain no constant matrix variable for the entire polytope domain, which guarantees to provide extra free dimensions in the solution space for the H∞ filtering problem and establish less conservative filter design method. In addition, the robust H∞ filter can be established by linear matrix inequalities (LMIs) which can be solved numerically by efficient convex optimization techniques. The effectiveness of the proposed design methods is finally verified by a numerical example at the end of the paper.
AB - This paper deals with the robust H∞ filtering problem for discrete-time linear systems with polytopic uncertainties. Differently from existing results, we assume that not only the Lyapunov functions are parameter-dependent in the whole polytope domain, but also the filter is dependent of the parameters which belong to a polytope. Our results contain no constant matrix variable for the entire polytope domain, which guarantees to provide extra free dimensions in the solution space for the H∞ filtering problem and establish less conservative filter design method. In addition, the robust H∞ filter can be established by linear matrix inequalities (LMIs) which can be solved numerically by efficient convex optimization techniques. The effectiveness of the proposed design methods is finally verified by a numerical example at the end of the paper.
UR - http://www.scopus.com/inward/record.url?scp=77950817121&partnerID=8YFLogxK
U2 - 10.1109/CDC.2009.5399987
DO - 10.1109/CDC.2009.5399987
M3 - Conference contribution
AN - SCOPUS:77950817121
SN - 9781424438716
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 2825
EP - 2829
BT - Proceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009
Y2 - 15 December 2009 through 18 December 2009
ER -