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ROBUST H2 FILTER DESIGN VIA PARAMETER-DEPENDENT LYAPUNOV FUNCTIONS
Karina A. Barbosa,* Carlos E. de Souza,**
Alexandre Trofino*
* Department of Automation and Systems
Universidade Federal de Santa Catarina
88040-900, Florianópolis, SC, Brazil
e-mail: karinab@lcmi.ufsc.br, trofino@lcmi.ufsc.br
** Department of Systems and Control
Laboratório Nacional de Computação Científica - LNCC/MCT
Av. Getúlio Vargas 333, 25651-070 Petrópolis, RJ, Brazil
e-mail: csouza@lncc.br
This paper addresses the design of robust H2 filters for linear continuous-time systems subject to parameter uncertainty in the state-space model. The uncertain parameters are supposed to belong to a given convex bounded polyhedral domain. Two methods based on parameter-dependent Lyapunov functions are proposed for designing linear stationary asymptotically stable filters that assure asymptotic stability and a prescribed H2 performance, irrespective of the uncertain parameters. The proposed designs are in terms of linear matrix inequalities (LMIs).
Keywords: Robust filtering, H2 filtering, uncertain systems, parameter-dependent Lyapunov functions, linear matrix inequalities
Session slot T-Mo-A01: Filtering and State Estimation/Area code 3a : Modelling, Identification and Signal Processing
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