Robust ℋ∞ memory filters for uncertain discrete-time linear systems

@article{Frezzatto2015RobustM,
  title={Robust ℋ∞ memory filters for uncertain discrete-time linear systems},
  author={Luciano Frezzatto and Marcio J. Lacerda and Ricardo C. L. F. Oliveira and Pedro Luis Dias Peres},
  journal={2015 American Control Conference (ACC)},
  year={2015},
  pages={4004-4009}
}
This paper is concerned with the problem of robust full-order ℋ∞ filter design for uncertain discrete-time linear systems. The uncertainties are supposed to be time-invariant and to belong to a polytopic domain. The main novelty is the fact that the filter contains an arbitrary number of past states and past system output measures, yielding a filtering system with memory. Linear matrix inequality relaxations based on polynomially parameter-dependent Lyapunov matrices and slack variables are… CONTINUE READING