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Title: Robust filtering for uncertain discrete-time systems : an improved LMI approach
Authors: Xie, L
Lu, L
Zhang, DD 
Zhang, H
Issue Date: 2003
Source: 42nd IEEE Conference on Decision and Control : December 9-12, 2003, Maui, Hawaii, USA : proceedings, v. 1, p. 906-911
Abstract: This paper discusses the robust filtering problems for linear discrete-time systems with polytopic parameter uncertainty under the H₂ and H[sub ∞] performance. We aim to derive a less conservative design than existing sufficient linear matrix inequality (LMI) based conditions. It is shown that a more efficient evaluation of robust H₂ or H[sub ∞] performance can be obtained by a matrix inequality condition which contains additional free parameters as compared to existing characterizations. When applying this new matrix inequality condition to the robust filter design, these parameters give additional freedoms in optimizing the guaranteed H₂ or H[sub ∞] performance. The optimization will then lead to a less conservative design. The results will recover the existing robust H₂ and H[sub ∞] filtering ones when the additional free parameters are set to be zero. We also propose an iterative algorithm to further refine the suboptimal filter. Examples are given to demonstrate the less conservatism of the proposed approaches.
Keywords: Algorithms
Asymptotic stability
iscrete time control systems
Lyapunov methods
Matrix algebra
Signal filtering and prediction
Uncertain systems
Publisher: IEEE
ISBN: 0-7803-7924-1
Rights: © 2003 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
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