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Mixed H2/H∞ Filtering for Continuous-Time Polytopic Systems: A Parameter-Dependent Approach

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Abstract

The problem of mixed H2/H∞ filtering is investigated for continuous-time polytopic systems. Given a stable system whose parameters reside in a polytope and can be measured online, attention is focused on the design of parameter-dependent filters such that the filtering error system is asymptotically stable and has guaranteed H2 and H∞ performances with respect to different input signals. By introducing multiple Lyapunov functions, the parameter-dependent approach developed in this paper is able to yield much less conservative filters than the existing results. A numerical example is provided to show the effectiveness and reduced conservatism of the proposed theory.

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Authors and Affiliations

  1. Space Control and Inertial Technology Center, P.O. Box 1230, Harbin Institute of Technology, Xidazhi Street 92, Harbin, 150001, People's Republic of China

    Huijun Gao & Changhong Wang

  2. Department of Mechanical Engineering, The University of Hong Kong, Pokfulam Road, Hong Kong

    James Lam

Authors
  1. Huijun Gao
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  2. James Lam
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  3. Changhong Wang
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Correspondence to Huijun Gao, James Lam or Changhong Wang.

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Gao, H., Lam, J. & Wang, C. Mixed H2/H∞ Filtering for Continuous-Time Polytopic Systems: A Parameter-Dependent Approach. Circuits Syst Signal Process 24, 689–702 (2005). https://doi.org/10.1007/s00034-005-0612-y

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  • DOI: https://doi.org/10.1007/s00034-005-0612-y

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