Robust H/sub /spl infin// filtering for uncertain systems with sampled-data measurements

This paper investigates the problem of H/sub /spl infin// filtering for linear continuous-time systems subject to real time-varying parameter uncertainty and with sampled-data measurements. We address the design of linear filters that would guarantee a prescribed H/sub /spl infin// performance in the continuous-time context, irrespective of the parameter uncertainty and unknown initial states. The cases of both finite and infinite horizon filtering are considered.<<ETX>>

[1]  Lihua Xie,et al.  H∞ estimation for discrete-time linear uncertain systems , 1991 .

[2]  P. Khargonekar,et al.  Filtering and smoothing in an H/sup infinity / setting , 1991 .

[3]  Lihua Xie,et al.  H∞ analysis and synthesis of discrete-time systems with time-varying uncertainty , 1993, IEEE Trans. Autom. Control..

[4]  U. Shaked,et al.  Game theory approach to optimal linear estimation in the minimum H/sup infinity /-norm sense , 1989, Proceedings of the 28th IEEE Conference on Decision and Control,.

[5]  Lihua Xie,et al.  H ∞ filtering for linear periodic systems with parameter uncertainty , 1991 .

[6]  I. Petersen.  A stabilization algorithm for a class of uncertain linear systems , 1987 .

[7]  Minyue Fu,et al.  Interpolation approach to H ∞ estimation and its interconnection to loop transfer recovery , 1991 .

[8]  P. Khargonekar,et al.  Filtering and smoothing in an H/sup infinity / setting , 1989, Proceedings of the 28th IEEE Conference on Decision and Control,.

[9]  Michael J. Grimble,et al.  Solution of the H∞ optimal linear filtering problem for discrete-time systems , 1990, IEEE Trans. Acoust. Speech Signal Process..

[10]  U. Shaked,et al.  A transfer function approach to the problems of discrete-time systems: H/sub infinity /-optimal linear control and filtering , 1991 .

[11]  Uri Shaked,et al.  H/sub infinity /-minimum error state estimation of linear stationary processes , 1990 .

[12]  D. Bernstein,et al.  Steady-state kalman filtering with an H∞ error bound , 1989, 1989 American Control Conference.

[13]  P. Khargonekar,et al.  Worst Case Performance Analysis of Linear Systems with Jumps with Applications to Sampled-Data Systems , 1992 .

[14]  Worst Case Performance Analysis of Linear Systems with Jumps with Applications to Sampled-Data Systems , 1992, 1992 American Control Conference.

[15]  U. Shaked,et al.  H,-OPTIMAL ESTIMATION: A TUTORIAL , 1992 .

[16]  Lihua Xie,et al.  H∞ estimation for uncertain systems , 1992 .

[17]  Kameshwar Poolla,et al.  Digital control systems: H/sub infinity / controller design with a zero-order hold function , 1992, [1992] Proceedings of the 31st IEEE Conference on Decision and Control.

[18]  D. Bernstein,et al.  Steady-state Kalman filtering with an H ∞ error bound , 1989 .