Robust H2 Filter Design via Parameter-dependent Lyapunov Functions
نویسندگان
چکیده
This paper addresses the design of robust H2 filters for linear continuoustime systems subject to parameter uncertainty in the state-space model. The uncertain parameters are supposed to belong to a given convex bounded polyhedral domain. Two methods based on parameter-dependent Lyapunov functions are proposed for designing linear stationary asymptotically stable filters that assure asymptotic stability and a prescribed H2 performance, irrespective of the uncertain parameters. The proposed designs are in terms of linear matrix inequalities (LMIs).
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