Robust Filtering of Discrete-Time Linear Systems with Parameter Dependent Lyapunov Functions

DOI10.1137/S0363012999366308zbMath1022.93048OpenAlexW2177989497MaRDI QIDQ4785655

José C. Geromel, Jacques Bernussou, Maurício Carvalho de Oliveira

Publication date: 5 January 2003

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012999366308

zbMATH Keywords

linear systemslinear matrix inequalitiesdiscrete-time systemsrobust stabilityparameter uncertaintyrobust filteringparameter dependent Lyapunov functionsconvex polytopic uncertainty

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Lyapunov and storage functions (93D30) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15)

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