Robust ℋ︁∞ filtering for uncertain differential linear repetitive processes |
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Authors: | Ligang Wu James Lam Wojciech Paszke Krzysztof Galkowski Eric Rogers |
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Affiliation: | 1. Space Control and Inertial Technology Center, Harbin Institute of Technology, Harbin 150001, People's Republic of China;2. Department of Mechanical Engineering, The University of Hong Kong, Pokfulam Road, Hong Kong;3. Institute of Control and Computation Engineering, University of Zielona Gora, Zielona Gora, Poland;4. Gerhard Mercator Guest Professor.;5. University of Wuppertal, Wuppertal, Germany;6. School of Electronics and Computer Science, University of Southampton, Southampton, U.K. |
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Abstract: | The unique characteristic of a repetitive process is a series of sweeps or passes through a set of dynamics defined over a finite duration known as the pass length. At the end of each pass, the process is reset and the next time through the output, or pass profile, produced on the previous pass acts as a forcing function on, and hence contributes to, the dynamics of the new pass profile. They are hence a class of systems where a variable must be expressed in terms of two directions of information propagation (from pass‐to‐pass and along a pass, respectively) where the dynamics over the finite pass length are described by a matrix linear differential equation and from pass to pass by a discrete updating structure. This means that filtering/estimation theory/algorithms for, in particular, 2D discrete linear systems is not applicable. In this paper, we solve a general robust filtering problem with a view towards use in many applications where such an action will be required. Copyright © 2007 John Wiley & Sons, Ltd. |
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Keywords: | differential linear repetitive processes ℋ ︁ ∞ filtering linear matrix inequalities (LMI) uncertainty |
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