Authors:
Eli Gershon
1
and
Uri Shaked
2
Affiliations:
1
Holon Institute of Technology, HIT and Tel-Aviv University, Israel
;
2
Tel-Aviv University, Israel
Keyword(s):
Robust Filtering, Discrete Stochastic Systems, Polytopic Uncertainties.
Related
Ontology
Subjects/Areas/Topics:
Engineering Applications
;
Informatics in Control, Automation and Robotics
;
Intelligent Control Systems and Optimization
;
Modeling, Analysis and Control of Discrete-event Systems
;
Robotics and Automation
;
Signal Processing, Sensors, Systems Modeling and Control
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.