Filtering of Polytopic-Type Uncertain State-Delayed Noisy Systems

Eli Gershon

2025

Abstract

The problem of H∞ state estimation is considered for uncertain polytopic retarded linear discrete-time stochastic systems. We first bring the solution of the estimation problem for the nominal case based on a previously developed BRL for state-delayed stochastic systems. We then extend our solution to the robust uncertain polytopic case where a vertex-dependent approach is applied. The latter is achieved via the application of a modified version of the Finsler lemma. The use of this lemma enable us to derive a solution which is less conservative comparing to the ”quadratic” solution where a single Lyapunov function is applied over all the uncertain polytope. The solution obtained for the robust case is composed of a set of LMIs based on only two tuning parameters. The theory presented is demonstrated by a numerical example.

Paper Citation

in Harvard Style

Gershon E. (2025). Filtering of Polytopic-Type Uncertain State-Delayed Noisy Systems. In Proceedings of the 22nd International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO; ISBN 978-989-758-770-2, SciTePress, pages 399-405. DOI: 10.5220/0013715500003982

in Bibtex Style

@conference{icinco25,
author={Eli Gershon},
title={Filtering of Polytopic-Type Uncertain State-Delayed Noisy Systems},
booktitle={Proceedings of the 22nd International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO},
year={2025},
pages={399-405},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0013715500003982},
isbn={978-989-758-770-2},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 22nd International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO
TI - Filtering of Polytopic-Type Uncertain State-Delayed Noisy Systems
SN - 978-989-758-770-2
AU - Gershon E.
PY - 2025
SP - 399
EP - 405
DO - 10.5220/0013715500003982
PB - SciTePress