Robust H∞ filtering with error variance constraints for discrete time-varying systems with uncertainty - Details

author：

Hung, Y.S. (Hung, Y.S..) ^[1] | Yang, Fuwen (Yang, Fuwen.) ^[2]

Indexed by：

Abstract：

The　robust　H∞　filtering　problem　with　error　variance　constraints　is　considered　for　discrete　time-varying　systems　subject　to　norm-bounded　parameter　uncertainties　in　both　the　state　and　the　output　matrices　of　the　state-space　model.　Sufficient　conditions　for　a　finite-horizon　filter　to　satisfy　state　estimation　error　variance　constraints　as　well　as　prescribed　H∞　performance　for　all　admissible　perturbations　are　given　in　terms　of　two　discrete　Riccati　difference　equations,　which　are　of　a　form　suitable　for　recursive　computation.　The　results　are　extended　to　cover　the　case　of　stationary　filtering　over　an　infinite-horizon　for　uncertain　time-invariant　systems.　©　2003　Elsevier　Science　Ltd.　All　rights　reserved.

Keyword：

Difference equations Errors Perturbation techniques Robustness (control systems) State space methods Time varying systems Uncertain systems

Community：

[ 1 ] [Hung, Y.S.]Department of Electrical Engineering, University of Hong Kong, Pokfulam Road, Hong Kong
[ 2 ] [Yang, Fuwen]Department of Electrical Engineering, University of Hong Kong, Pokfulam Road, Hong Kong
[ 3 ] [Yang, Fuwen]Department of Electrical Engineering, Fuzhou University, Fuzhou 350002, China

Reprint 's Address：

[hung, y.s.]department of electrical engineering, university of hong kong, pokfulam road, hong kong

Email：

yshung@eee.hku.hk

Show more details

Related Keywords：

Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises
2002，IEEE Transactions on Automatic Control
Dynamic behaviors of a lotka-volterra commensal symbiosis model with non-selective michaelis-menten type harvesting
2020，IAENG International Journal of Applied Mathematics
Improved calculation method of foundation pit enclosure structure based on p-y curve
2018，Rock and Soil Mechanics
Robust H∞ state feedback control with an α-stability constraint for uncertain time-delay systems
2002，Proceedings of the 4th World Congress on Intelligent Control and Automation
Design of mixed H2/H∞ controller
2004，Control Theory and Applications

Source ：

Automatica

ISSN： 0005-1098

Year： 2003

Issue： 7

Volume： 39

Page： 1185-1194

1 . 6 8 3

JCR@2003

4 . 8 0 0

JCR@2023

JCR Journal Grade：1

Cited Count：

WoS CC Cited Count：

SCOPUS Cited Count： 106

ESI Highly Cited Papers on the List： 0 Unfold All

WanFang Cited Count：

Chinese Cited Count：

30 Days PV： 1

Affiliated Colleges：

Get Fulltext

DOI Library Discovery Baidu Scholar Search Engineering Village

Type
Departments

All Years Choose Year From to