Premium
Robust H 2 filtering of linear systems with time delays
Author(s) -
Fridman E.,
Shaked U.,
Xie L.
Publication year - 2003
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/rnc.749
Subject(s) - trace (psycholinguistics) , linear system , matrix (chemical analysis) , mathematics , control theory (sociology) , covariance matrix , covariance , computer science , eigenvalues and eigenvectors , mathematical optimization , algorithm , statistics , control (management) , artificial intelligence , mathematical analysis , physics , quantum mechanics , philosophy , linguistics , materials science , composite material
The problem of robust H 2 estimation of a combination of states of a stationary linear system with time delays is considered. Since the problem is infinite dimensional in nature, an attempt is being made to develop finite dimensional methods that will guarantee a preassigned estimation accuracy. The approach of minimizing the trace of a matrix that overbounds the exact covariance of the estimation error is considered. Sufficient conditions are given in the form of linear matrix inequalities (LMIs). The results are illustrated by a numerical example. Copyright © 2003 John Wiley & Sons, Ltd.