Robust ℋ2 filtering for LTI systems with linear fractional representation

DOI10.1080/00207170902915760zbMath1175.93224OpenAlexW2030963247MaRDI QIDQ3644836

José C. Geromel, Rubens H. Korogui

Publication date: 12 November 2009

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170902915760

zbMATH Keywords

linear matrix inequalitiesconvex programmingLTI systemsrobust \(\mathcal H_2\) filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Convex programming (90C25) Minimax problems in mathematical programming (90C47) Linear inequalities of matrices (15A39)

Related Items

Adaptive control and signal processing literature survey (No. 16)

Cites Work

• Robust Kalman filtering for uncertain systems
• \(\mathcal H_2\) robust filter design with performance certificate via convex programming
• Robust \(\mathcal H_2\) filtering for uncertain linear systems: LMI based methods with parametric Lyapunov functions
• \(\mathcal H_2\) optimal robust filtering
• Optimal linear filtering under parameter uncertainty
• Robust filtering and prediction for linear systems with uncertain dynamics: A game-theoretic approach
• Guaranteed error estimation in uncertain systems
• Robust filtering, prediction, smoothing, and observability of uncertain systems
• Well-posedness of feedback systems: insights into exact robustness analysis and approximate computations
• Robust Filtering of Discrete-Time Linear Systems with Parameter Dependent Lyapunov Functions
• Robust H/sub 2/ and H/sub /spl infin// filters for uncertain LFT systems
• New approaches to robust minimum variance filter design
• Robust filtering for uncertain nonlinearly parameterized plants
• Relaxations for Robust Linear Matrix Inequality Problems with Verifications for Exactness