Gershon, Eli (Holon Institue of Technology)

$H_infty$ Stochastic State-Multiplicative Uncertain Systems - Robust Luenberger Filters

Scheduled for presentation during the Regular Session "Observers and Estimation" (WeA1), Wednesday, November 16, 2022, 16:00−16:20, MAIN ROOM - E406

16th European Workshop on Advanced Control and Diagnosis, November 16-18, 2022, Nancy, France

This information is tentative and subject to change. Compiled on April 20, 2024

Abstract

Linear, continuous-time state-multiplicative noisy systems are considered. The problem of $H_infty$ Luenberger filtering for either deterministic norm-bounded or polytopic-type uncertain systems are solved via a simple LMI(s) condition. In this problem, a cost function is defined which is the expected value of the standard $H_infty$ performance cost with respect to the stochastic parameters. An illustrative example is given that demonstrates the tractability of our solution method in the robust uncertain case.