Robust Hinfinity observer design of linear state delayed systems with parametric uncertainty: the discrete-time case

In this note we consider the problem of H"~ observer design for a class of uncertain linear discrete-time systems with delayed state and parameter uncertainties. The goal of this problem is to design a linear state observer such that, for the positive integer state time-delay and all admissible norm-bounded parameter uncertainties, the observation process remains robustly stable and the transfer function from exogenous disturbances to error state outputs meets the prespecified H"~-norm upper-bound constraint. The observer structure does not depend on the parameter uncertainties. A simple, effective algebraic methodology is developed to derive the conditions for the existence of the desired robust H"~ observers, and the analytical expression of these observers is then characterized in terms of the matrix Riccati-like equations/inequalities. We provide a numerical example to demonstrate the validity and the applicability of the proposed approach.

[1]  Paul M. Frank,et al.  Frequency Domain Approach and Threshold Selector for Robust Model-based Fault Detection and Isolation , 1991 .

[2]  Luc Dugard,et al.  Robust /spl Hscr//sub /spl infin// control of uncertain linear time-delay systems: a linear matrix inequality approach. I , 1996, Proceedings of 35th IEEE Conference on Decision and Control.

[3]  B. Ross Barmish,et al.  Robustness of Luenberger Observers: Linear Systems Stabilized via Nonlinear Control , 1984, 1984 American Control Conference.

[4]  K. Grigoriadis,et al.  A Combined Alternating Projections and Semidefinite Programming Algorithm for Low-Order Control Design , 1996 .

[5]  John O'Reilly,et al.  Observers for Linear Systems , 1983 .

[6]  Jong Hae Kim,et al.  Robust controller design for uncertain systems with time delays: LMI approach , 1996, Autom..

[7]  Seong-Ho Song,et al.  H∞ Control of discrete-time linear systems with norm-bounded uncertainties and time delay in state , 1998, Autom..

[8]  D. McFarlane,et al.  Optimal guaranteed cost filtering for uncertain discrete-time linear systems , 1996 .

[9]  H. Unbehauen,et al.  Robust H2/H∞-state estimation for discrete-time systems with error variance constraints , 1997, IEEE Trans. Autom. Control..

[10]  P. Frank Enhancement of Robustness in Observer-Based Fault Detection , 1991 .

[11]  Xi Li,et al.  Criteria for robust stability and stabilization of uncertain linear systems with state delay , 1997, Autom..

[12]  Horacio J. Marquez,et al.  Sensitivity of failure detection using generalized observers , 1992, Autom..

[13]  W. Kwon,et al.  Memoryless H∞ controllers for state delayed systems , 1994, IEEE Trans. Autom. Control..

[14]  Wook Hyun Kwon,et al.  LQG/LTR methods for linear input-delayed systems , 1988 .

[15]  Paolo Bolzern,et al.  Guaranteed-Cost Prediction of Discrete-Time Systems: The Finite- and Infinite-Horizon Case , 1997 .

[16]  Chi-Tsong Chen,et al.  Linear System Theory and Design , 1995 .

[17]  Henryk Górecki,et al.  Analysis and Synthesis of Time Delay Systems , 1989 .

[18]  E. Verriest,et al.  Robust stability of delay-difference equations , 1995, Proceedings of 1995 34th IEEE Conference on Decision and Control.

[19]  Sérgio Ricardo de Souza,et al.  Output Feedback Stabilization of Uncertain Systems through a Min/Max Problem* , 1993 .

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

[21]  Myung Jin Chung,et al.  An LMI approach to H∞ controller design for linear time-delay systems , 1997, Autom..

[22]  Paul M. Frank,et al.  Robust H∞ state feedback control for linear systems with state delay and parameter uncertainty , 1996, Autom..

[23]  R. Kovacevic,et al.  Functional observer and state feedback for input time-delay systems , 1997 .

[24]  Lihua Xie,et al.  Robust Kalman filtering for uncertain discrete-time systems , 1994, IEEE Trans. Autom. Control..

[25]  Myung Jin Chung,et al.  Observer-based H∞ controller design for state delayed linear systems , 1996, Autom..

[26]  H. Trinh,et al.  A memoryless state observer for discrete time-delay systems , 1997, IEEE Trans. Autom. Control..

[27]  Chia-Chi Tsui,et al.  On robust observer compensator design , 1988, Autom..

[28]  Keiji Konishi,et al.  Robust H/sub /spl infin// control for linear delay-differential systems with time-varying uncertainties , 1996, Proceedings of 35th IEEE Conference on Decision and Control.