• Title/Summary/Keyword: robust $H_{\infty}$ filter

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ROBUST $H_{\infty}$ FIR SAMPLED-DATA FILTERING

  • Ryu, Hee-Seob;Yoo, Kyung-Sang;Kwon, Oh-Kyu
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.521-521
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    • 2000
  • This paper investigates the problem of robust H$_{\infty}$ filter with FIR(Finite Impulse Response) structure for linear continuous time-varying systems with sampled-data measurements. It is assumed that the system is subject to real time-varying uncertainty which is represented by the state-space model having parameter uncertainty. The robust H$_{\infty}$ FIR filter is proposed for the continuous-time linear parameter uncertain systems. It is also derived from the equivalence relationship between the robust linear H$_{\infty}$ FIR filter and the robust linear H$_{\infty}$ filter with sampled-data measurements.

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Tracking maneuvering target using robust H$\infty$filter (견실한 H$\infty$필터를 이용한 기동표적의 추적)

  • 김준영;유경상;권오규
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.426-429
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    • 1997
  • This paper proposes a robust H$_{\infty}$ tracking filter to improve the unacceptable target tracking performance for systems with parameter uncertainties. Also, we use here the input estimation approach to account for the possibility of maneuver. Simulation results show that the robust H$_{\infty}$ tracking filter which is proposed here to solve the systems with all system parameter uncertainties, has a good tracking performance for a maneuvering target tracking problem.m.

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Robust Nonlinear H$\infty$ FIR Filtering for Time-Varying Systems

  • Ryu, Hee-Seob;Son, Won-Kee;Kwon, Oh-Kyu
    • Transactions on Control, Automation and Systems Engineering
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    • v.2 no.3
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    • pp.175-181
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    • 2000
  • This paper investigates the robust nonlinear H$_{\infty}$ filter with FIR(Finite Impulse Response) structure for nonlinear discrete time-varying uncertain systems represented by the state-space model having parameter uncertainty. Firstly, when there is no parameter uncertainty in the system, the discrete-time nominal nonlinear H$_{\infty}$ FIR filter is derived by using the equivalence relationship between the FIR filter and the recursive filter, which corresponds to the standard nonlinear H$_{\infty}$ filter. Secondly, when the system has the parameter uncertainty, the robust nonlinear H$_{\infty}$ FIR filter is proposed for the discrete-time nonlinear uncertain systems.

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Discrete-Time Robust $H_{\infty}$ Filter Design via Krein Space

  • Lee, T.H.;Jung, S.Y.;Seo, J.E.;Shin, D.H.;Park, J.B.
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.542-547
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    • 2003
  • A new approach to design of a discrete-time robust $H_{\infty}$ filter in finite horizon case is proposed. It is shown that robust $H_{\infty}$ filtering problem can be cast into the minimization problem of an indefinite quadratic form, which can be solved by implementing the Kalman filter defined in Krein space. The proposed filter is readily derived by simply augmenting the state space model and has the robustness property against the parameter uncertainties of a given system.

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Robust H$\infty$ FIR Filtering for Uncertain Time-Varying Sampled-Data Systems

  • Ryu, Hee-Seob;Kwon, Byung-Moon;Kwon, Oh-Kyu
    • Journal of KIEE
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    • v.11 no.1
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    • pp.21-26
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    • 2001
  • This paper considers the problem of robust H$\infty$ filter is derived by using the equivalence relationship between the FIR filter and the recursive filter, that would be guarantee a prescribed H$\infty$ performance in the continuous-time context, irrespective of the parameter uncertainty and unknown initial states.

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Reduced-order Parameter-dependent Robust $H_{\infty}$ Filtering for Discrete Uncertain Singular Systems (이산 불확실 특이시스템의 변수종속 차수축소 강인 $H_{\infty}$ 필터링)

  • Kim, Jong-Hae
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.48 no.5
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    • pp.59-65
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    • 2011
  • In this paper, we present a reduced-order parameter-dependent robust $H_{\infty}$ filter design method for discrete-time singular systems with polytopic uncertainties. A BRL(bounded real lemma) for parameter-dependent singular systems is derived from a parameter-dependent Lyapunov function. On the basis of the obtained BRL, low order robust $H_{\infty}$ filter design method is presented by polytopic approach, new reduced-order method, and LMI(linear matrix inequality) technique. Finally, a numerical example is presented to illustrated the feasibility of the proposed method.

Robust $H_{\infty}$ FIR Sampled-Date Filtering for Uncertain Time-Varying Systems with Unknown Nonlinearity

  • Ryu, Hee-Seob;Byung-Moon;Kwon, Oh-Kyu
    • Transactions on Control, Automation and Systems Engineering
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    • v.3 no.2
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    • pp.83-88
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    • 2001
  • The robust linear H(sub)$\infty$ FIR filter, which guarantees a prescribed H(sub)$\infty$ performance, is designed for continuous time-varying systems with unknown cone-bounded nonlinearity. The infinite horizon filtering for time-varying systems is systems is investigated in therms of two Riccati equations by the finite moving horizon.

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Design of An Extended Robust H$\infty$ Filter

  • Yu, Myeong-Jong;Lee, Jang-Gyu;Park, Cha- Gook
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.77.3-77
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    • 2001
  • An extended robust H$\infty$ filter is proposed for a nonlinear uncertain system. We also analyze the characteristics of the proposed filter such as an H$\infty$ performance criterion using the Lyapunov function method. The analysis results show that proposed filter has a robustness against disturbances such as process and measurement noises and against parameter uncertainties. Then the in-flight alignment for a strapdown inertial navigation system is designed using the presented filter. Simulation results show that the proposed filter effectively improve the performance.

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An Extended Robust $H_{\infty}$ Filter for Nonlinear Constrained Uncertain System

  • Seo, Jae-Won;Yu, Myeong-Jong;Park, Chan-Gook;Lee, Jang-Gyu
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.565-569
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    • 2003
  • In this paper, a robust filter is proposed to effectively estimate the system states in the case where system model uncertainties as well as disturbances are present. The proposed robust filter is constructed based on the linear approximation methods for a general nonlinear uncertain system with an integral quadratic constraint. We also derive the important characteristic of the proposed filter, a modified $H_{\infty}$ performance index. Analysis results show that the proposed filter has robustness against disturbances, such as process and measurement noises, and against parameter uncertainties. Simulation results show that the proposed filter effectively improves the performance.

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Design of Robust and Non-fragile $H_{\infty}$ Kalman-type Filter for System with Parameter Uncertainties: PLMI Approach (변수 불확실성을 가지는 시스템에 대한 견실비약성 $H_{\infty}$ 칼만형필터 설계: PLMI 접근법)

  • Kim, Joon Ki;Yang, Seung Hyeop;Bang, Kyung Ho;Park, Hong Bae
    • Journal of the Institute of Electronics and Information Engineers
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    • v.49 no.10
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    • pp.181-186
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    • 2012
  • In this paper, we describe the synthesis of robust and non-fragile Kalman filter design for a class of uncertain linear system with polytopic uncertainties and filter gain variations. The sufficient condition of filter existence, the design method of robust non-fragile filter, and the measure of non-fragility in filter are presented via LMIs(Linear Matrix Inequality) technique. And the obtained sufficient condition can be represented as PLMIs(parameterized linear matrix inequalities) that is, coefficients of LMIs are functions of a parameter confined to a compact set. Since PLMIs generate infinite LMIs, we use relaxation technique, find the finite solution for robust non-fragile filter, and show that the resulting filter guarantees the asymptotic stability with parameter uncertainties and filter fragility. Finally, a numerical example will be shown.