\(\mathcal H_2\) robust filter design with performance certificate via convex programming

DOI10.1016/J.AUTOMATICA.2007.08.010zbMath1283.93280OpenAlexW1999706200MaRDI QIDQ2440677

Rubens H. Korogui, José C. Geromel

Publication date: 19 March 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2007.08.010

zbMATH Keywords

convex programmingKalman filterlinear matrix inequalities (LMIs)filter designrobust \(\mathcal H_2\) filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Convex programming (90C25) Minimax problems in mathematical programming (90C47)

Related Items (12)

A novel two-stage strategy for robust \(H_\infty\) filter design of uncertain discrete-time systems ⋮ Robust \(H_\infty\) filter design with past output measurements for uncertain discrete-time systems ⋮ Gain-scheduled filtering for linear parameter-varying systems using inexact scheduling parameters with bounded variation rates ⋮ Discrete-time, robust Wiener filtering with non-parametric spectral uncertainty ⋮ Optimistic planning for control of hybrid-input nonlinear systems ⋮ Robust non-minimal order filter and smoother design for discrete-time uncertain systems ⋮ Performance analysis and design of dynamic output feedback control for switched systems ⋮ Planning for optimal control and performance certification in nonlinear systems with controlled or uncontrolled switches ⋮ Robust \(\mathcal H_{2}\) and \(\mathcal H_{\infty}\) filter design for uncertain linear systems via LMIs and polynomial matrices ⋮ An improved finite frequency approach to robust filter design for LTI systems with polytopic uncertainties ⋮ Robust ℋ₂ filtering for LTI systems with linear fractional representation ⋮ Robust Wiener filtering with non-parametric spectral uncertainty

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