H∞ filtering for linear periodic systems with parameter uncertainty

This paper focuses on H_∞ filtering for a class of linear periodic systems with a certain type of norm-bounded time-varying parameter uncertainty which appears in both the state and output matrices. The problem addressed is the design of a linear periodic estimator that guarantees both the quadratic stability and and prescribed H_∞ performance on infinite horizon for the estimation error for all admissible parameter uncertainties. A solution to this problem is obtained via a Riccati equation approach.     

Robust H∞ observer design of linear time-delay systems with parametric uncertainty

This paper deals with the problem of H_∞ observer design for a class of uncertain linear systems with delayed state and parameter uncertainties. This problem aims at designing the linear state observers such that, for all admissible parameter uncertainties, the observation process remains robustly stable and the transfer function from exogenous disturbances to error state outputs meets the prespecified H_∞ norm upper bound constraint, independently of the time delay. The time delay is assumed to be unknown, and the parameter uncertainties are allowed to be norm-bounded and appear in all the matrices of the state-space model. An effective matrix inequality methodology is developed to solve the proposed problem. We derive the conditions for the existence of the desired robust H_∞ observers, and then characterize the analytical expression of these observers in terms of some free parameters. A numerical example demonstrates the validity and applicability of the present approach.     

H∞ filtering for a class of uncertain nonlinear systems

This paper investigates the problem of H_∞ filtering for a class of uncertain continuous-time nonlinear systems with real time-varying parameter uncertainty and unknown initial state. We develop an infinite horizon H_∞ filtering methodology which provides both robust stability and a guaranteed H_∞ performance for the filtering error irrespective of the parameter uncertainty.     

Reduced-order filtering for linear systems with Markovian jump parameters

This paper addresses the reduced-order H_∞ filtering problem for continuous-time Makovian jump linear systems, where the jump parameters are modelled by a discrete-time Markov process. Sufficient conditions for the existence of the reduced-order H_∞ filter are proposed in terms of linear matrix inequalities (LMIs) and a coupling non-convex matrix rank constraint. In particular, the sufficient conditions for the existence of the zero-order H_∞ filter can be expressed in terms of a set of strict LMIs. The explicit parameterization of the desired filter is also given. Finally, a numerical example is given to illustrate the proposed approach.     

An LMI approach to periodic discrete-time unbiased filtering

The problem of unbiased filtering for a discrete-time linear periodic system is faced by means of linear matrix inequality techniques. As leading case, we derive the synthesis conditions to obtain an unbiased filter and an unbiased fixed-lag smoother enforcing a bound on the H_∞ performance on the error dynamics.     

Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems

We study a finite-horizon robust minimax filtering problem for time-varying discrete-time stochastic uncertain systems. The uncertainty in the system is characterized by a set of probability measures under which the stochastic noises, driving the system, are defined. The optimal minimax filter has been found by applying techniques of risk-sensitive LQG control. The structure and properties of resulting filter are analyzed and compared to H_∞ and Kalman filters.     

Bounded real lemma and robust control of 2-D singular Roesser models

This paper discusses the problem of robust H_∞ control for linear discrete time two-dimensional (2-D) singular Roesser models (2-D SRM) with time-invariant norm-bounded parameter uncertainties. The purpose is the design of static output feedback controllers such that the resulting closed-loop system is acceptable, jump modes free, stable and satisfies a prescribed H_∞ performance level for all admissible uncertainties. A version of bounded realness of 2-D SRM is established in terms of linear matrix inequalities. Based on this, a sufficient condition for the solvability of the robust H_∞ control problem is solved, and a desired output feedback controller can be constructed by solving a set of matrix inequalities. A numerical example is provided to demonstrate the applicability of the proposed approach.     

Robust H∞ control for uncertain discrete-time systems with circular pole constraints

This paper investigates the problem of robust H_∞ control for uncertain discrete-time systems with circular pole constraints. The system under consideration is subject to norm-bounded time-invariant uncertainties in both the state and input matrices. The problem we address is to design state feedback controllers such that the closed poles are located within a prespecified circular region, and the H_∞ norm of the closed-loop transfer function is strictly less than a given positive scalar for all admissible uncertainties. By introducing the notion of quadratic d stabilizability with an H_∞ norm-bound, the problem is solved. Necessary and sufficient conditions for quadratic d stabilizability with an H_∞ norm-bound are derived. Our results can be regarded as extensions of existing results on robust H_∞ control and robust pole assignment of uncertain systems.     

Quadratic stabilisation with H∞-norm bound of non-linear discrete-time uncertain systems with bounded control

The paper addresses the problem of quadratic stabilisability with H_∞-norm bound of uncertain discrete-time control-affine systems by norm-bounded controls. Both structured parameter uncertainties and unstructured exogenous disturbances are taken into account. The given definition of quadratic stabilisability is a generalisation of that used for linear systems so far. A necessary condition of the stabilisability is formulated. A state feedback control satisfying an a priori constraint is proposed for the solution of the formulated H_∞ problem. The proposed method may be applicable even in such cases when the linearisation technique cannot be used.     

Robust output-feedback control of linear discrete-time systems

The problem of designing H_∞ dynamic output-feedback controllers for linear discrete-time systems with polytopic type parameter uncertainties is considered. Given a transfer function matrix of a system with uncertain real parameters that reside in some known ranges, an appropriate, not necessarily minimal, state-space model of the system is described which permits reconstruction of all its states via the delayed inputs and outputs of the plant. The resulting model incorporates the uncertain parameters of the transfer function matrix in the state-space matrices. A recently developed linear parameter-dependent LMI approach to state-feedback H_∞ control of uncertain polytopic systems is then used to design a robust output-feedback controllers that are of order comparable to the one of the plant. These controllers ensure the stability and guarantee a prescribed performance level within the uncertainty polytope.     

An alternative solution to the H∞-optimal control problem

In this paper we present an alternative solution to the problem min _{X ε H^n×n∞} |A + BXC|_∞ where A, B, rmand C are rational matrices in H^n×n_∞. The solution circumvents the need to extract the matrix inner factors of B and C, providing a multivariable extension of Sarason's H^∞-interpolation theory [1] to the case of matrix-valued B(s) and C(s). The result has application to the diagonally-scaled optimization problem int |D(A + BXC)D⁻¹|_∞, where the infimum is over D, X εH^n×n_∞, D diagonal.     

H∞ control design in bilinear systems: a tensor formal series approach

In this paper, the H_∞ disturbance attenuation problem of bilinear system is discussed. Dynamic game theory is used to solve this bilinear minimax problem. The solvability of H_∞ disturbance attenuation in bilinear system is also discussed. The techniques of tensor products and formal power series are employed to solve the nonlinear Bellman-Isaac differential equation. Furthermore, the convergence for the tensor formal series approach of this H_∞ control problem is discussed, and the radius of convergence for this H_∞ control to be well defined is also obtained.     

Robust H∞ control for linear discrete-time systems with norm-bounded time-varying uncertainty

The problem of robust H_∞ analysis and synthesis for linear discrete-time systems with norm-bounded time-varying uncertainty is studied in this paper. It will be shown that this problem is equivalent to the problem of H_∞ analysis and synthesis of an auxiliary system. The necessary and sufficient conditions for the equivalency are proved. Thus the original problem can be solved by existing H_∞ control methods.     

Robust/H∞ filtering for nonlinear systems

A robust (or H_∞) approach to filtering for nonlinear systems is considered. A bound on the estimate error as a function of the disturbance energy is obtained. The corresponding dynamic programming equation is a first-order PDE. This has computational ramifications. The case where the measurements are discrete time is considered also. A numerical method is discussed.     

Relating H2 and H∞ bounds for finite-dimensional systems

For a linear time invariant system, the infinity-norm of the transfer function can be used as a measure of the gain of the system. This notion of system gain is ideally suited to the frequency domain design techniques such as H_∞ optimal control. Another measure of the gain of a system is the H₂ norm, which is often associated with the LQG optimal control problem. The only known connection between these two norms is that, for discrete time transfer functions, the H₂ norm is bounded by the H_∞ norm. It is shown in this paper that, given precise or certain partial knowledge of the poles of the transfer function, it is possible to obtain an upper bound of the H_∞ norm as a function of the H₂ norm, both in the continuous and discrete time cases. It is also shown that, in continuous time, the H₂ norm can be bounded by a function of the H_∞ norm and the bandwidth of the system.     

output feedback control for uncertain stochastic systems with time-varying delays

This paper deals with the problem of H_∞ output feedback control for uncertain stochastic systems with time-varying delays. The parameter uncertainties are assumed to be time-varying norm-bounded. The aim is the design of a full-order dynamic output feedback controller ensuring robust exponential mean-square stability and a prescribed H_∞ performance level for the resulting closed-loop system, irrespective of the uncertainties. A sufficient condition for the existence of such an output feedback controller is obtained and the expression of desired controllers is given.     

filtering for uncertain stochastic time-delay systems with sector-bounded nonlinearities

In this paper, we deal with the robust H_∞ filtering problem for a class of uncertain nonlinear time-delay stochastic systems. The system under consideration contains parameter uncertainties, Itô-type stochastic disturbances, time-varying delays, as well as sector-bounded nonlinearities. We aim at designing a full-order filter such that, for all admissible uncertainties, nonlinearities and time delays, the dynamics of the filtering error is guaranteed to be robustly asymptotically stable in the mean square, while achieving the prescribed H_∞ disturbance rejection attenuation level. By using the Lyapunov stability theory and Itô’s differential rule, sufficient conditions are first established to ensure the existence of the desired filters, which are expressed in the form of a linear matrix inequality (LMI). Then, the explicit expression of the desired filter gains is also characterized. Finally, a numerical example is exploited to show the usefulness of the results derived.     

LMI characterization of reduced-order H∞ controllers via invariant zero structure

In this paper, we clarify a new relationship between invariant zeros of a generalized plant and the order reduction of H_∞ controllers by using linear matrix inequalities in both continuous-time and discrete-time cases. In contrast with our recent paper, where a relationship between an unstable transmission-zero structure and the H_∞ controller order reduction is initiated in a fundamental manner, results obtained in this paper are more flexible in two senses: assumptions that are made for the generalized plant are relaxed, and stable as well as unstable invariant zeros are characterized to obtain a reduced-order H_∞ controller.     

On control for linear systems with interval time-varying delay

This paper deals with the problem of delay-dependent robust H_∞ control for linear time-delay systems with norm-bounded, and possibly time-varying, uncertainty. The time-delay is assumed to be a time-varying continuous function belonging to a given interval, which means that the lower and upper bounds for the time-varying delay are available, and no restriction on the derivative of the time-varying delay is needed, which allows the time-delay to be a fast time-varying function. Based on an integral inequality, which is introduced in this paper, and Lyapunov–Krasovskii functional approach, a delay-dependent bounded real lemma (BRL) is first established without using model transformation and bounding techniques on the related cross product terms. Then employing the obtained BRL, a delay-dependent condition for the existence of a state feedback controller, which ensures asymptotic stability and a prescribed H_∞ performance level of the closed-loop systems for all admissible uncertainties, is proposed in terms of a linear matrix inequality (LMI). A numerical example is also given to illustrate the effectiveness of the proposed method.