Robust Vertex-dependant H_∞ Filtering of Stochastic Discrete-time Systems with Delay

Eli Gershon, Uri Shaked

Abstract

Linear, state delayed, discrete-time systems with stochastic uncertainties in their state-space model are considered. The problems of robust vertex-dependant polytopic H_∞ filtering is solved, for the stationary case, via an input-output approach by which the system is replaced by a non-retarded system with deterministic norm-bounded uncertainties. A vertex-dependent solution is obtained by applying a modified version of the Finsler lemma. In this problem, a cost function is defined which is the expected value of the standard H_∞ performance index with respect to the uncertain parameters.

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Paper Citation


in Harvard Style

Gershon E. and Shaked U. (2017). Robust Vertex-dependant H_∞ Filtering of Stochastic Discrete-time Systems with Delay . In Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-758-263-9, pages 621-628. DOI: 10.5220/0006432706210628


in Bibtex Style

@conference{icinco17,
author={Eli Gershon and Uri Shaked},
title={Robust Vertex-dependant H_∞ Filtering of Stochastic Discrete-time Systems with Delay},
booktitle={Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2017},
pages={621-628},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0006432706210628},
isbn={978-989-758-263-9},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - Robust Vertex-dependant H_∞ Filtering of Stochastic Discrete-time Systems with Delay
SN - 978-989-758-263-9
AU - Gershon E.
AU - Shaked U.
PY - 2017
SP - 621
EP - 628
DO - 10.5220/0006432706210628