Robust filtering for uncertain nonlinearly parameterized plants

The paper addresses the robust filtering problem for systems assuming a nonlinear dependence in the uncertain parameter. This problem is among the most challenging problems in IIR filter design. Our solution methods are based on new linear matrix inequality characterizations of H/sub 2/ and H/sub /spl infin// performances, which together with newly developed linearization transformations give flexible and computationally tractable formulations for the considered problems.

[1]  Moshe Idan,et al.  H2/H8 filtering: theory and an aerospace application , 1996 .

[2]  J. Doyle,et al.  Robust and optimal control , 1995, Proceedings of 35th IEEE Conference on Decision and Control.

[3]  Pierre Apkarian,et al.  Parameterized LMIs in Control Theory , 2000, SIAM J. Control. Optim..

[4]  J. Geromel,et al.  A new discrete-time robust stability condition , 1999 .

[5]  Minyue Fu,et al.  A linear matrix inequality approach to robust H∞ filtering , 1997, IEEE Trans. Signal Process..

[6]  Uri Shaked,et al.  A dynamic game approach to mixedH∞/H2 estimation , 1996 .

[7]  Truong Q. Nguyen,et al.  Robust and reduced-order filtering: new characterizations and methods , 2000, Proceedings of the 2000 American Control Conference. ACC (IEEE Cat. No.00CH36334).

[8]  P. Apkarian,et al.  Relaxations of parameterized LMIs with control applications , 1998, Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171).

[9]  José Claudio Geromel,et al.  Optimal linear filtering under parameter uncertainty , 1999, IEEE Trans. Signal Process..