Robust H₂ optimal filtering for continuous-time stochastic systems with polytopic parameter uncertainty

DOI10.1016/J.AUTOMATICA.2008.02.025zbMATH Open1155.93436DBLPjournals/automatica/LeeH08OpenAlexW2048419692WikidataQ57582909 ScholiaQ57582909MaRDI QIDQ1004147FDOQ1004147

Kwan Ho Lee, Biao Huang

Publication date: 2 March 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2008.02.025

zbMATH Keywords

convex optimizationuncertain systemscontinuous-time systemsrobust filtering\(H_{2}\) filtering

Mathematics Subject Classification ID

Robust stability (93D09) Identification in stochastic control theory (93E12)

Cites Work

• Title not available (Why is that?)
• Linear Matrix Inequalities in System and Control Theory
• A new discrete-time robust stability condition
• Optimal guaranteed cost control and filtering for uncertain linear systems
• H/sub 2/ and H/sub ∞/ robust filtering for convex bounded uncertain systems
• Optimal linear filtering under parameter uncertainty
• A new robust D-stability condition for real convex polytopic uncertainty
• Improved robust \(H_{2}\) and \(H_{\infty}\) filtering for uncertain discrete-time systems
• H/sub 2//H/sub /spl infin// filter design for systems with polytope-bounded uncertainty
• Robust Filtering of Discrete-Time Linear Systems with Parameter Dependent Lyapunov Functions
• Robust mixed H/sub 2//H/sub ∞/ filtering with regional pole assignment for uncertain discrete-time systems
• New approaches to robust minimum variance filter design
• Robust H/sub 2/ and H/sub /spl infin// filters for uncertain LFT systems
• Robust \(\mathcal H_2\) filtering for uncertain linear systems: LMI based methods with parametric Lyapunov functions

Cited In (5)

• Improved \(H_{\infty }\) filtering for Markov jumping linear systems with non-accessible mode information
• Non-fragile cubature Kalman filtering under innovation-based weighted try-once-discard protocol with channel noise
• Robust \(H_\infty\) filtering for polytopic uncertain stochastic systems under quantized sampled outputs
• \(H_{\infty }\) performance for a class of uncertain stochastic nonlinear Markovian jump systems with time-varying delay via adaptive control method
• Robust \(H_\infty\) finite-time control for discrete-time polytopic uncertain switched linear systems

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