Finite-time Peak-to-peak Gain Minimization
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The finite-time peak-to-peak filtering problem is studied for a class of linear dynamic systems. By reconstructing the system, the dynamic filtering error system is obtained. Our aim is to design a peak-to-peak filter such that the induced L∞ gain from the unknown disturbance to the estimated errors is minimized with respect to the finite-time interval. By using a proper Lyapunov function, sufficient conditions are established on the existence of peak-to-peak filter which also guarantees the finite-time boundedness of the filtering error dynamic systems. The design criteria are presented in the form of linear matrix inequalities and then described as an optimization problem. Simulation results are given to illustrate the validity of the proposed approaches.
KeywordsFinite-time boundedness linear matrix inequalities L∞ gain peak-to-peak filtering
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