Discrete-time systems with linear parameter-varying: Stability and \({\mathcal H}_\infty\)-filtering (Q1604612): Difference between revisions

The author considers the non-autonomous discrete-time linear dynamical system \( x(k+1) = A(\sigma(k))x(k) + B(\sigma(k))w(k)\), \(x(0) = x_0 \in {\mathbb R}^n \), \( y(k) = C(\sigma(k))x(k)\), \(y(k) \in {\mathbb R}^m \), \( z(k) = L(\sigma(k))x(k)\), \(z(k) \in {\mathbb R}^q \) with discrete time \( k= 0,1, 2, \dots \), time-dependent parameter \( \sigma(k) \) living on the \(r\)-dimensional rectangle \([\sigma_{\min},\sigma_{\max}] \subset {\mathbb R}^r \), perturbing input \( w(k) \in {\mathbb R}^m \), and continuous matrix-valued functions \( A, B, C,\) and \(L\) (of suitable order) on \( {\mathbb R}^r \) of the form \( M(\sigma) = M_0+\sigma_1M_1+\dots +\sigma_rM_r \). Sufficient conditions are established for a filter that yields the estimator \( \widehat{z}(k) \) of \(z(k)= z(k,w(\cdot))\) with stable error: \(\|\widehat{z}(k) - z(k) \|\to 0 \) as \(k \to \infty\); moreover, \( \|\widehat{z}(\cdot, w(\cdot)) - z(\cdot, w(\cdot)) \|_{2} \leq \gamma \|w( \cdot)\|_{2} \) (for some \( \gamma \geq 0 \)). The conditions are given in terms of inequalities for the pertinent matrix-valued functions and a suitable positive \( \gamma\) that need to be satisfied for only finitely many points \(\sigma\) in \( {\mathbb R}^r \).