Adaptive robust H_∞ filter design for linear systems with time-varying uncertainty

Abstract

This article studies the problem of designing robust H _∞ filters for linear uncertain systems. The uncertainty parameters are assumed to be time-varying, unknown, but bounded, which appear affinely in the matrices of system models. An adaptive mechanism is introduced to construct novel filters with variable gains, which can reduce the conservativeness of the traditional robust H _∞ filters. The proposed adaptive filter design conditions are given in terms of linear matrix inequalities. A numerical example is presented to illustrate the effectiveness of the proposed strategy.

Keywords:

• robust filtering
• H _∞ filter
• time-varying uncertainty
• linear matrix inequalities (LMIs)
• indirect adaptive method

Acknowledgements

This work was supported in part by Program for New Century Excellent Talents in University (NCET-04-0283), the Funds for Creative Research Groups of China (No. 60521003), Program for Changjiang Scholars and Innovative Research Team in University (No. IRT0421), the State Key Program of National Natural Science of China (Grant No. 60534010), the Funds of National Science of China (Grant No. 60674021), the Funds of PhD program of MOE, China (Grant No. 20060145019) and the 111 Project (B08015).