Abstract
We present a simple and universal observer-based approach to solving the problem of robust filtering of unknown-but-bounded exogenous disturbances. The heart of this approach is the method of invariant ellipsoids. Application of this technique allows for a reformulation of the original problem in terms of linear matrix inequalities with reduction to semidefinite programming and one-dimensional optimization, which are easy to solve numerically. Continuous-time and discrete-time cases are studied in equal detail. The efficacy of the approach is demonstrated via the double pendulum example.
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Original Russian Text © M.V. Khlebnikov, 2009, published in Avtomatika i Telemekhanika, 2009, No. 1, pp. 147–161.
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Khlebnikov, M.V. Robust filtering under nonrandom disturbances: The invariant ellipsoid approach. Autom Remote Control 70, 133–146 (2009). https://doi.org/10.1134/S000511790901010X
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DOI: https://doi.org/10.1134/S000511790901010X