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
Hauptverfasser: Frezzatto, Luciano, de Oliveira, Maurício, Oliveira, Ricardo C. L. F., Peres, Pedro L. D.
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container_title International journal of robust and nonlinear control
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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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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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