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A Generalized Parameter-Dependent Approach to Robust H ∞ Filtering of Stochastic Systems

  • Low Power Digital Filter Design Techniques and Their Applications
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Abstract

This paper is concerned with the problem of robust H ∞ filtering for discrete-time stochastic systems with state-dependent stochastic noises and deterministic polytopic parameter uncertainties. We utilize the polynomial parameter-dependent approach to solve the robust H ∞ filtering problem, and the proposed approach includes results in the quadratic framework that entail fixed matrices for the entire uncertain domain and results in the linearly parameter-dependent framework that use linear convex combinations of matrices as special cases. New linear matrix inequality (LMI) conditions obtained for the existence of admissible filters are developed based on homogeneous polynomial parameter-dependent matrices of arbitrary degree. As the degree grows, a test of increasing precision is obtained, providing less conservative filter designs. A numerical example is provided to illustrate the effectiveness and advantages of the filter design methods proposed in this paper.

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Authors and Affiliations

  1. Space Control and Inertial Technology Research Center, Harbin Institute of Technology, Harbin, 150001, China

    Xiangyu Meng & Zhongyang Fei

  2. Department of Mechanical Engineering, The University of Hong Kong, Hong Kong, Hong Kong

    Xiangyu Meng & James Lam

Authors
  1. Xiangyu Meng
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  2. James Lam
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  3. Zhongyang Fei
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Corresponding author

Correspondence to Xiangyu Meng.

Additional information

This work was supported by HKU CRCG 200611159157, the National Nature Science Foundation of China (60504008), The Research Fund for the Doctoral Programme of Higher Education of China (20070213084), the Fok Ying Tung Education Foundation (111064), and the Key Laboratory of Integrated Automation for the Process Industry (Northeastern University), Ministry of Education of China.

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Meng, X., Lam, J. & Fei, Z. A Generalized Parameter-Dependent Approach to Robust H ∞ Filtering of Stochastic Systems. Circuits Syst Signal Process 28, 191–204 (2009). https://doi.org/10.1007/s00034-008-9084-1

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  • DOI: https://doi.org/10.1007/s00034-008-9084-1

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