New approaches to robust l2-l∞ and H∞ filtering for uncertain discrete-time systems

• 作 者: 高会军 王常虹
• 机 构: Department of Control Science and Engineering
• 出 处: 中国科学F辑
• 发表日期: 2004年期
• 关键词: robust filtering state estimation linear matrix inequality convex optimization l
• 基金项目: 国家自然科学基金

The problems of robust l2-l∞ and H∞ filtering for discrete-time systems with parameter uncer- tainty residing in a polytope are investigated in this paper. The filtering strategies are based on new ro- bust performance criteria derived from a new result of parameter-dependent Lyapunov stability condition, which exhibit less conservativeness than previous results in the quadratic framework. The designed filters guaranteeing a prescribed l2-l∞ or H∞ noise attenuation level can be obtained from the solution of convex optimization problems, which can be solved via efficient interior point methods. Numerical examples have shown that the filter design procedures proposed in this paper are much less conservative than earlier results.