Robust H2 filtering of linear systems with time delays
نویسندگان
چکیده
The problem of robust H2 estimation of a combination of states of a stationary linear system with time delays is considered. Since the problem is infinite dimensional in nature, an attempt is being made to develop finite dimensional methods that will guarantee a preassigned estimation accuracy. The approach of minimizing the trace of a matrix that overbounds the exact covariance of the estimation error is considered. Sufficient conditions are given in the form of linear matrix inequalities (LMIs). The results are illustrated by a numerical example. Copyright # 2003 John Wiley & Sons, Ltd.
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