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Robust noise attenuation under stochastic noises and worst-case unmodelled dynamics

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  • Araz Hashemi
  • Ben Fitzpatrick
  • Le Yi Wang
  • George Yin

Abstract

This paper investigates noise attenuation problems for systems with unmodelled dynamics and unknown noise characteristics. A unique methodology is introduced that employs signal estimation in one phase, followed by control design for noise rejection. The methodology enjoys certain advantages in its simple control design process, accommodation of unmodelled dynamics, and non-conservative noise rejection performance. Under mild information on unmodelled dynamics, we first derive robust performance bounds on noise attenuation with respect to unmodelled dynamics without noise estimation errors. Then more general results are presented for systems that are subject to both stochastic signal estimation errors and unmodelled dynamics. Examples are also presented to demonstrate our findings.

Suggested Citation

  • Araz Hashemi & Ben Fitzpatrick & Le Yi Wang & George Yin, 2014. "Robust noise attenuation under stochastic noises and worst-case unmodelled dynamics," International Journal of Systems Science, Taylor & Francis Journals, vol. 45(7), pages 1563-1578, July.
    • Handle: RePEc:taf:tsysxx:v:45:y:2014:i:7:p:1563-1578
    DOI: 10.1080/00207721.2014.916481
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