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Robust ℋ∞-Filtering Design with Pole Placement Constraint via Linear Matrix Inequalities

Author

Listed:
  • R. M. Palhares
  • P. L. D. Peres

Abstract

The problem of robust filtering design for continuous-time systems with convex bounded uncertainties is addressed in this paper. The aim is to determine a stable linear filter such that the filtering error system remains quadratically stable within a prespecified ℋ∞-attenuation level. Necessary and sufficient conditions for the existence of such robust filter are provided in terms of linear matrix inequalities, which can be solved efficiently through standard convex optimization procedures guaranteeing global convergence. Furthermore, as an improvement of the strategy, the filter dynamics can be constrained to some specific regions inside the left-half complex plane.

Suggested Citation

  • R. M. Palhares & P. L. D. Peres, 1999. "Robust ℋ∞-Filtering Design with Pole Placement Constraint via Linear Matrix Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 102(2), pages 239-261, August.
    • Handle: RePEc:spr:joptap:v:102:y:1999:i:2:d:10.1023_a:1021720205333
    DOI: 10.1023/A:1021720205333
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    Citations

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    Cited by:

    1. O. M. Kwon & J. H. Park, 2006. "Robust H ∞ Filtering for Uncertain Time-Delay Systems: Matrix Inequality Approach," Journal of Optimization Theory and Applications, Springer, vol. 129(2), pages 309-324, May.
    2. T. C. Kuo & Y. J. Huang & C. Y. Chen & P. C. Wu & B. W. Hong, 2013. "Robust Pole Placement in a Specified Trapezoid Region for Flexible Manipulators," Journal of Optimization Theory and Applications, Springer, vol. 159(2), pages 507-517, November.

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