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Robust $H_{\infty}$ filtering for discrete-time polytopic uncertain systems  

Kim, Jong-Hae (Division of Electronics, Information and Communication Engineering, Sunmoon University)
Oh, Do-Chang (Division of Information and Technology, Konyang University)
Lee, Kap-Rai (Department of Information Science, Pyongtaek University)
Publication Information
Journal of the Institute of Electronics Engineers of Korea SC / v.39, no.5, 2002 , pp. 26-33 More about this Journal
Abstract
The design method of robust $H_{\infty}$ filtering for discrete-time uncertain linear systems is investigated in this paper. The uncertain parameters are assumed to be unknown but belonging to known convex compact set of polytope type. The objective is to design a stable robust $H_{\infty}$ filter guaranteeing the asymptotic stability of filtering error dynamics and present an $L_2$ induced norm bound analytically for the modified $H_{\infty}$ performance measure. The sufficient condition for the existence of robust $H_{\infty}$ filter and the filter design method are established by LMI(linear matrix inequality) approach, which can be solved efficiently by convex optimization. The proposed algorithm is checked through an example.
Keywords
$H_{\infty}$ filtering; convex bounded uncertainty; discrete-time system; linear matrix inequality;
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