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Suboptimal Robust Generalized H2 Filtering using Linear Matrix Inequalities
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  • Suboptimal Robust Generalized H2 Filtering using Linear Matrix Inequalities
  • Suboptimal Robust Generalized H2 Filtering using Linear Matrix Inequalities
저자명
Ra. Won-Sang,Jin. Seung-Hee,Yoon. Tae-Sung,Park. Jin-Bae
간행물명
Transactions on control, automation and systems engineering
권/호정보
1999년|1권 2호|pp.134-140 (7 pages)
발행정보
제어로봇시스템학회
파일정보
정기간행물|ENG|
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기타
이 논문은 한국과학기술정보연구원과 논문 연계를 통해 무료로 제공되는 원문입니다.
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기타언어초록

The robust generalized H2 filtering problem for a class of discrete time uncertain linear systems satisfying the sum quadratic constraints(SQCs) is considered. The objective of this paper is to develop robust stability condition using SQCs and design a robust generalized Ha filter to take place of the existing robust Kalman filter. The robust generalized H2 filter is designed based on newly derived robust stability condition. The robust generalized Ha filter bounds the energy to peak gain from the energy bounded exogenous disturbances to the estimation errors under the given positive scalar ${gamma}$. Unlike the robust Lalman filter, it does not require any spectral assumptions about the exogenous disturbances . Therefore the robust generalized H2 filter can be considered as a deterministic formulation of the robust Kalman filter. Moreover, the variance of the estimation error obtained by the proposed filter is lower than that by the existing robust Kalman filter. The robustness of the robust generalized H2 filter against the uncertainty and the exogenous signal is illustrated by a simple numerical example.