Robust filtering with guaranteed energy-to-peak performance -- \({\mathcal LMI}\) approach
The paper investigates the robust filtering problem with guaranteed energy-to-peak performance for linear systems with convex bounded uncertainties through a linear matrix inequalities (\(\mathcal{LMI}\)) approach. Both continuous- and dicrete-time systems are considered. Necessary and sufficient conditions are obtained for full order filtering allowing the problem to be solved through convex optimization procedures.
scientific article; zbMATH DE number 1443874