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Robust H ∞ Filtering for Uncertain Time-Delay Systems: Matrix Inequality Approach

O. M. Kwon and J. H. Park
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O. M. Kwon: Chungbuk National University
J. H. Park: Yeungnam University

Journal of Optimization Theory and Applications, 2006, vol. 129, issue 2, No 5, 309-324

Abstract: Abstract In this paper, a new robust H ∞ filtering problem for uncertain time-delay systems is considered. Based on the Lyapunov method, a design criterion of the robust H ∞ filter, in which the filtering process remains asymptotically stable for all admissible uncertainties and the transfer function from the disturbance inputs to error state outputs satisfies the prespecified H ∞ norm upper bound constraint, is derived in terms of matrix inequalities. The inequalities can be solved easily by efficient convex optimization algorithms. A numerical example is included to illustrate the validity of the proposed design approach.

Keywords: Time-delay systems; Lyapunov methods; uncertainties; H ∞ filtering; matrix inequalities (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10957-006-9064-1

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