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Robust H ∞ Filtering for Uncertain Time-Delay Systems: Matrix Inequality Approach

Author

Listed:
  • O. M. Kwon

    (Chungbuk National University)

  • J. H. Park

    (Yeungnam University)

Abstract

In this paper, a new robust H ∞ filtering problem for uncertain time-delay systems is considered. Based on the Lyapunov method, a design criterion of the robust H ∞ filter, in which the filtering process remains asymptotically stable for all admissible uncertainties and the transfer function from the disturbance inputs to error state outputs satisfies the prespecified H ∞ norm upper bound constraint, is derived in terms of matrix inequalities. The inequalities can be solved easily by efficient convex optimization algorithms. A numerical example is included to illustrate the validity of the proposed design approach.

Suggested Citation

  • O. M. Kwon & J. H. Park, 2006. "Robust H ∞ Filtering for Uncertain Time-Delay Systems: Matrix Inequality Approach," Journal of Optimization Theory and Applications, Springer, vol. 129(2), pages 309-324, May.
    • Handle: RePEc:spr:joptap:v:129:y:2006:i:2:d:10.1007_s10957-006-9064-1
    DOI: 10.1007/s10957-006-9064-1
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    References listed on IDEAS

    as
    1. J. H. Park, 2001. "Robust Stabilization for Dynamic Systems with Multiple Time-Varying Delays and Nonlinear Uncertainties," Journal of Optimization Theory and Applications, Springer, vol. 108(1), pages 155-174, January.
    2. R. M. Palhares & P. L. D. Peres, 1999. "Robust ℋ∞-Filtering Design with Pole Placement Constraint via Linear Matrix Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 102(2), pages 239-261, August.
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