Retarded state-multiplicative stochastic systems - Robust H ∞ and H 2 vertex-dependent filtering

We consider linear continuous-time retarded systems with multiplicative noise and polytopic type parameter uncertainty and we address the problems of and general filtering of these systems. These problems are solved by applying a modified version of the descriptor method that leads to a considerable reduction in the over-design associated with the ”quadratic” solution that assigns a single Lyapunov function to all the points in the uncertainty polytope. The theory is extended to the robust gain-scheduling case where on-line parameter measurement is exercised in the estimation process. Two examples are given that demonstrate the superiority of our solution method. The first example relates to a simple second order system whereas the second example is one of altitude estimation taken from the field of aerospace engineering.

• Publication year

  2021

• Venue

  International Journal of Control

• Publication date

  2021-06-07

• Fields of study

  Mathematics, Computer Science, Engineering

• Identifiers
  DOI 10.1080/00207179.2021.1939893
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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