H2/H.infinity. Gain-scheduled state estimation for linear discrete-time systems with error variance and D-stability constraints.

• Autorzy: Wang Z.
• Języki publikacji: EN

Abstrakty

EN

This paper presents the results of H2/H.infinity. state estimation for linear discrete-time stochastic systems with both error variance and D-stability constraints. We address the problem of designing linear full-order state estimators such that: 1) the poles of the filtering matrix are placed inside a prespecified disk (i.e. the filtering process has the so-called D-stability); 2) the steady-state variance of the estimation error for each state is not more than the individual prespecified value; and 3) the transfer function from disturbances to error state outputs meets the prespecified H.infinity. norm upper bound constraint, simultaneously. The idea proposed for dealing with the above problem is to convert it into an auxiliary matrix assignment problem, and then an algebraic matrix inequality approach is developed to completely solve the latter problem. The existence conditions as well as explicit expression of desired estimators are derived, and the significance of the present technique is demonstrated by a numerical example.

• Wydawca: Oficyna Wydawnicza Politechniki Wrocławskiej
• Czasopismo: Systems Science
• Rocznik: 1998
• Tom: Vol. 24, nr 3
• Strony: 49--58
• Opis fizyczny: Bibliogr. 24 poz.

Twórcy

autor

Wang Z.

• Automatic Control Laboratory, Faculty of Electical Engineering, Ruhr-University Bochum, D-44780 Bochum, Germany.