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Robust H ∞ Filtering for Linear Systems with Time varying Block diagonal Parameter Uncertainty(PDF)


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Robust H ∞ Filtering for Linear Systems with Time varying Block diagonal Parameter Uncertainty
Xu Guoliang Wang Zidong
School of Sciences, NUST, Nanjing 210094
uncertain systems robustness Riccat i algebraic equat io ns
T his paper deals w ith the pro blem of the robust H ∞ f ilter ing for linear system w ith t ime-varying block-diag onal parameter uncer tainty . The problem addressed is the design of an unbiased linear state est imato r that guarantees bo th quadrat ic stability and a prescribed H ∞ perfo rmance on infinite horizon for the est imat io n error dynamics fo r al l admissible block-diag onal uncertaint ies. Based o n the not ion of quadrat ic stability w ith disturbance at tenuat ion, the problem of the ro bust H ∞ f iltering fo r uncertain systems can be conv erted to a standard H ∞ f iltering for cer tain systems. A Riccati equat ion approach is developed to solve the abo ve problem. Necessary and suf ficient condit ions fo r the existence of a state est imato r have been der iv ed and the state est imator is given.


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Last Update: 2013-04-11