14th IFAC Symposium on System Identification, SYSID 2006

SYSID-2006 Paper Abstract

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Paper FrB2.1

de Souza, Carlos E. (Lab. Nacional de Computacao Cientifica - LNCC), Fu, Minyue (Univ. of Newcastle), Barbosa, Karina Acosta Barbosa (Lab. Nacional de Computacao Cientifica)

Robust Filtering for Uncertain Linear Discrete-Time Descriptor Systems

Scheduled for presentation during the Regular Session "Filtering and Smoothing" (FrB2), Friday, March 31, 2006, 15:30−15:50, Banquet Room

14th IFAC Symposium on System Identification, March 29 - 31, 2006, Newcastle, Australia

This information is tentative and subject to change. Compiled on July 17, 2018

Keywords Filtering and Smoothing

Abstract

This paper is concerned with the problem of robust filtering for uncertain linear discrete-time descriptor systems. The matrices of the system state-space model are uncertain and supposed to belong to a given polytope. A linear matrix inequality based method is proposed for designing linear stationary strictly proper filters, for the one-step prediction, that guarantee the asymptotic stability of the estimation error and an optimized upper-bound on the asymptotic error variance, irrespective of the parameter uncertainty. The proposed robust filter design is based on a parameter-dependent Lyapunov function.