Robust non‐minimal order filter and smoother design for discrete‐time uncertain systems
Summary This paper is concerned with the design of robust non‐minimal order H∞ filters for uncertain discrete‐time linear systems. The uncertainty is assumed to be time‐invariant and to belong to a polytope. The novelty is that a convex filtering design procedure with Linear Matrix Inequality constr...
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Veröffentlicht in: | International journal of robust and nonlinear control 2017-03, Vol.27 (4), p.661-678 |
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creator | Frezzatto, Luciano de Oliveira, Maurício Oliveira, Ricardo C. L. F. Peres, Pedro L. D. |
description | Summary
This paper is concerned with the design of robust non‐minimal order H∞ filters for uncertain discrete‐time linear systems. The uncertainty is assumed to be time‐invariant and to belong to a polytope. The novelty is that a convex filtering design procedure with Linear Matrix Inequality constraints is proposed to synthesize guaranteed‐cost filters with order greater than the order of the system. An H∞‐norm bound for the transfer‐function from the system input to the filtering error is adopted as performance criterion. The non‐minimal order filters proposed generalize other existing filters with augmented structures from the literature and can provide better performance. An extension to the problem of robust smoothing is proposed as well. The procedure is illustrated by a numerical example. Copyright © 2016 John Wiley & Sons, Ltd. |
doi_str_mv | 10.1002/rnc.3592 |
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This paper is concerned with the design of robust non‐minimal order H∞ filters for uncertain discrete‐time linear systems. The uncertainty is assumed to be time‐invariant and to belong to a polytope. The novelty is that a convex filtering design procedure with Linear Matrix Inequality constraints is proposed to synthesize guaranteed‐cost filters with order greater than the order of the system. An H∞‐norm bound for the transfer‐function from the system input to the filtering error is adopted as performance criterion. The non‐minimal order filters proposed generalize other existing filters with augmented structures from the literature and can provide better performance. An extension to the problem of robust smoothing is proposed as well. The procedure is illustrated by a numerical example. Copyright © 2016 John Wiley & Sons, Ltd.</description><identifier>ISSN: 1049-8923</identifier><identifier>EISSN: 1099-1239</identifier><identifier>DOI: 10.1002/rnc.3592</identifier><language>eng</language><publisher>Bognor Regis: Wiley Subscription Services, Inc</publisher><subject>Criteria ; Design engineering ; Discrete time systems ; Filtering ; Filtration ; linear matrix inequalities ; Linear systems ; linear time‐invariant systems ; Robust control ; robust H∞ filtering ; Robustness (mathematics) ; smoothing ; uncertain discrete‐time systems</subject><ispartof>International journal of robust and nonlinear control, 2017-03, Vol.27 (4), p.661-678</ispartof><rights>Copyright © 2016 John Wiley & Sons, Ltd.</rights><rights>Copyright © 2017 John Wiley & Sons, Ltd.</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c3302-8fd3953b8f190b283a0d7e57bf373d61adeddc425083a2243885a90dcb9a0fd3</citedby><orcidid>0000-0003-2597-3653</orcidid></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://onlinelibrary.wiley.com/doi/pdf/10.1002%2Frnc.3592$$EPDF$$P50$$Gwiley$$H</linktopdf><linktohtml>$$Uhttps://onlinelibrary.wiley.com/doi/full/10.1002%2Frnc.3592$$EHTML$$P50$$Gwiley$$H</linktohtml><link.rule.ids>314,780,784,1417,27924,27925,45574,45575</link.rule.ids></links><search><creatorcontrib>Frezzatto, Luciano</creatorcontrib><creatorcontrib>de Oliveira, Maurício</creatorcontrib><creatorcontrib>Oliveira, Ricardo C. L. F.</creatorcontrib><creatorcontrib>Peres, Pedro L. D.</creatorcontrib><title>Robust non‐minimal order filter and smoother design for discrete‐time uncertain systems</title><title>International journal of robust and nonlinear control</title><description>Summary
This paper is concerned with the design of robust non‐minimal order H∞ filters for uncertain discrete‐time linear systems. The uncertainty is assumed to be time‐invariant and to belong to a polytope. The novelty is that a convex filtering design procedure with Linear Matrix Inequality constraints is proposed to synthesize guaranteed‐cost filters with order greater than the order of the system. An H∞‐norm bound for the transfer‐function from the system input to the filtering error is adopted as performance criterion. The non‐minimal order filters proposed generalize other existing filters with augmented structures from the literature and can provide better performance. An extension to the problem of robust smoothing is proposed as well. The procedure is illustrated by a numerical example. Copyright © 2016 John Wiley & Sons, Ltd.</description><subject>Criteria</subject><subject>Design engineering</subject><subject>Discrete time systems</subject><subject>Filtering</subject><subject>Filtration</subject><subject>linear matrix inequalities</subject><subject>Linear systems</subject><subject>linear time‐invariant systems</subject><subject>Robust control</subject><subject>robust H∞ filtering</subject><subject>Robustness (mathematics)</subject><subject>smoothing</subject><subject>uncertain discrete‐time systems</subject><issn>1049-8923</issn><issn>1099-1239</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2017</creationdate><recordtype>article</recordtype><recordid>eNpdkM9KxDAQxoMouK6Cj1Dw4qVr_rTb5CjFf7AoLHvzENIm1SxtsiYpsjcfwWf0SZyynjx9M8xvhm8-hC4JXhCM6U1w7YKVgh6hGcFC5IQycTzVhci5oOwUncW4xRhmtJih17Vvxpgy593P1_dgnR1Un_mgTcg62ycQ5XQWB-_TOzTaRPvmss5DaWMbTDKwl-xgstG1JiRlXRb3MZkhnqOTTvXRXPzpHG3u7zb1Y756eXiqb1d5yximOe80EyVreEcEbihnCuvKlFXTsYrpJVHaaN0WtMQworRgnJdKYN02QmHYnaPrw9ld8B-jiUkO4Mz0vXLGj1ESzuFdTgsK6NU_dOvH4MAcUGUlloRUBKj8QH3a3uzlLkAmYS8JllPCEhKWU8Jy_VxPyn4BKhlyng</recordid><startdate>20170310</startdate><enddate>20170310</enddate><creator>Frezzatto, Luciano</creator><creator>de Oliveira, Maurício</creator><creator>Oliveira, Ricardo C. 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D.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c3302-8fd3953b8f190b283a0d7e57bf373d61adeddc425083a2243885a90dcb9a0fd3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2017</creationdate><topic>Criteria</topic><topic>Design engineering</topic><topic>Discrete time systems</topic><topic>Filtering</topic><topic>Filtration</topic><topic>linear matrix inequalities</topic><topic>Linear systems</topic><topic>linear time‐invariant systems</topic><topic>Robust control</topic><topic>robust H∞ filtering</topic><topic>Robustness (mathematics)</topic><topic>smoothing</topic><topic>uncertain discrete‐time systems</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Frezzatto, Luciano</creatorcontrib><creatorcontrib>de Oliveira, Maurício</creatorcontrib><creatorcontrib>Oliveira, Ricardo C. L. F.</creatorcontrib><creatorcontrib>Peres, Pedro L. D.</creatorcontrib><collection>Computer and Information Systems Abstracts</collection><collection>Electronics & Communications Abstracts</collection><collection>Mechanical & Transportation Engineering Abstracts</collection><collection>Technology Research Database</collection><collection>Engineering Research Database</collection><collection>ProQuest Computer Science Collection</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><jtitle>International journal of robust and nonlinear control</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Frezzatto, Luciano</au><au>de Oliveira, Maurício</au><au>Oliveira, Ricardo C. L. F.</au><au>Peres, Pedro L. D.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Robust non‐minimal order filter and smoother design for discrete‐time uncertain systems</atitle><jtitle>International journal of robust and nonlinear control</jtitle><date>2017-03-10</date><risdate>2017</risdate><volume>27</volume><issue>4</issue><spage>661</spage><epage>678</epage><pages>661-678</pages><issn>1049-8923</issn><eissn>1099-1239</eissn><abstract>Summary
This paper is concerned with the design of robust non‐minimal order H∞ filters for uncertain discrete‐time linear systems. The uncertainty is assumed to be time‐invariant and to belong to a polytope. The novelty is that a convex filtering design procedure with Linear Matrix Inequality constraints is proposed to synthesize guaranteed‐cost filters with order greater than the order of the system. An H∞‐norm bound for the transfer‐function from the system input to the filtering error is adopted as performance criterion. The non‐minimal order filters proposed generalize other existing filters with augmented structures from the literature and can provide better performance. An extension to the problem of robust smoothing is proposed as well. The procedure is illustrated by a numerical example. Copyright © 2016 John Wiley & Sons, Ltd.</abstract><cop>Bognor Regis</cop><pub>Wiley Subscription Services, Inc</pub><doi>10.1002/rnc.3592</doi><tpages>18</tpages><orcidid>https://orcid.org/0000-0003-2597-3653</orcidid></addata></record> |
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subjects | Criteria Design engineering Discrete time systems Filtering Filtration linear matrix inequalities Linear systems linear time‐invariant systems Robust control robust H∞ filtering Robustness (mathematics) smoothing uncertain discrete‐time systems |
title | Robust non‐minimal order filter and smoother design for discrete‐time uncertain systems |
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