Robust \({\mathcal H}_\infty\)-filtering design with pole placement constraint via linear matrix inequalities
type: Item
instance of: scholarly article
title: Robust \({\mathcal H}_\infty\)-filtering design with pole placement constraint via linear matrix inequalities
zbMATH Open document ID: 0941.93018
DOI: 10.1023/A:1021720205333
author: R. Palhares
author: P. L. D. Peres
published in: Journal of Optimization Theory and Applications
publication date: 1999-12-19T00:00:00Z
review text: Consider the linear time-invariant continuous system \(x'(t)= Ax(t)+ Bw(t)\), \(x(0)= x_0\) with state vector \(x(t)\), measurements output vector \(y(t)= Cx(t)+ Dw(t)\), noise signal vector \(w(t)\) and estimated signal \(z(t)= Lx(t)+ Tw(t)\). Here the matrix 6-tuple \((A,B,C,D,L,T)\) is uncertain and belongs to a given convex compact set of polytopic type. A robust filter is designed for which the filtering error is quadratically stable. Conditions for existence of the robust filter are given in terms of linear matrix inequalities (LMI) which can be solved by standard optimization techniques. A filter synthesis procedure under pole placement conditions is also considered. The latter requires the solution of additional LMI's.
Mathematics Subject Classification ID: 93B36
Mathematics Subject Classification ID: 93B55
Mathematics Subject Classification ID: 15A39
zbMATH DE Number: 1367930
zbMATH Keywords: quadratic stability
zbMATH Keywords: robust filter
zbMATH Keywords: linear matrix inequalities
zbMATH Keywords: filter synthesis
zbMATH Keywords: pole placement
reviewed by: Mihail M. Konstantinov
describes a project that uses: Matlab
describes a project that uses: LMI toolbox
MaRDI profile type: Publication
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full work available at URL: a:1021720205333
OpenAlex ID: W168577018
description: scientific article; zbMATH DE number 1367930