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

TitleRobust H∞ filtering with error variance constraints for discrete time-varying systems with uncertainty
Authors
KeywordsDiscrete Riccati Equation
Error Variance Constraint
Quadratic Stability
Robust H∞ Filtering
Uncertain Systems
Issue Date2003
PublisherPergamon. The Journal's web site is located at http://www.elsevier.com/locate/automatica
Citation
Automatica, 2003, v. 39 n. 7, p. 1185-1194 How to Cite?
AbstractThe 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.
Persistent Identifierhttp://hdl.handle.net/10722/155199
ISSN
2015 Impact Factor: 3.635
2015 SCImago Journal Rankings: 4.315
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorHung, YSen_US
dc.contributor.authorYang, Fen_US
dc.date.accessioned2012-08-08T08:32:18Z-
dc.date.available2012-08-08T08:32:18Z-
dc.date.issued2003en_US
dc.identifier.citationAutomatica, 2003, v. 39 n. 7, p. 1185-1194en_US
dc.identifier.issn0005-1098en_US
dc.identifier.urihttp://hdl.handle.net/10722/155199-
dc.description.abstractThe 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.en_US
dc.languageengen_US
dc.publisherPergamon. The Journal's web site is located at http://www.elsevier.com/locate/automaticaen_US
dc.relation.ispartofAutomaticaen_US
dc.subjectDiscrete Riccati Equationen_US
dc.subjectError Variance Constrainten_US
dc.subjectQuadratic Stabilityen_US
dc.subjectRobust H∞ Filteringen_US
dc.subjectUncertain Systemsen_US
dc.titleRobust H∞ filtering with error variance constraints for discrete time-varying systems with uncertaintyen_US
dc.typeArticleen_US
dc.identifier.emailHung, YS:yshung@eee.hku.hken_US
dc.identifier.authorityHung, YS=rp00220en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.doi10.1016/S0005-1098(03)00117-1en_US
dc.identifier.scopuseid_2-s2.0-0038177977en_US
dc.identifier.hkuros91690-
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0038177977&selection=ref&src=s&origin=recordpageen_US
dc.identifier.volume39en_US
dc.identifier.issue7en_US
dc.identifier.spage1185en_US
dc.identifier.epage1194en_US
dc.identifier.isiWOS:000183376400005-
dc.publisher.placeUnited Kingdomen_US
dc.identifier.scopusauthoridHung, YS=8091656200en_US
dc.identifier.scopusauthoridYang, F=7403450080en_US

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