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Title: Robust filtering for uncertain linear systems with delayed states and outputs
Authors: Wang, Z
Yang, F
Keywords: Differential Riccati inequality;H∞ filtering;parameter uncertainty;quadratic matrix inequality;robust filtering;Time-delay systems
Issue Date: 2002
Publisher: IEEE
Description: Copyright [2002] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or 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 must be obtained from the IEEE by writing to By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
Deals with the robust filtering problem for uncertain linear systems with delayed states and outputs. Both time-invariant and time-varying cases are considered. For the time-invariant case, an algebraic Riccati matrix inequality approach is proposed to design a robust H∞ filter such that the filtering process remains asymptotically stable for all admissible uncertainties, and the transfer function from the disturbance inputs to error state outputs satisfies the prespecified H∞ norm upper bound constraint. We establish the conditions under which the desired robust H ∞ filters exist, and derive the explicit expression of these filters. For the time-varying case, we develop a differential Riccati inequality method to design the robust filters. A numerical example is provided to demonstrate the validity of the proposed design approach
Other Identifiers: Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on. 49 (1) 125 - 130
Appears in Collections:College of Engineering, Design and Physical Sciences

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