Discrete-time systems with linear parameter-varying: stability and H∞-filtering
نویسندگان
چکیده
منابع مشابه
Robust H∞ filtering of linear systems with time-varying delay
A robust delay-dependent filtering design is proposed for linear continuous systems with parameter uncertainty and time-varying delay. The resulting filter is of the general linear observer type and it guarantees that the induced -norm of the system, relating the exogenous signals to the estimation error, is less than a prescribed level for all possible parameters that reside in a given polytop...
متن کاملAveraging and stability of time-varying discrete-time linear systems ⋆
Stability results for time-varying systems with output averaged using the norm are established. The discrete-time linear system is considered under a bound on time-average on the mean-value of the output norm. It is shown that under controllability, observability and a uniform bound on the matrix norm, the time-varying system is asymptotically and uniformly stable. If, in addition, the solution...
متن کاملStability Results for Continuous and Discrete Time Linear Parameter Varying Systems
In this paper, stabilizability problems for discrete and continuous time linear systems with switching or polytopic uncertainties are dealt with. Both state feedback and full-information controllers are considered, possibly with an integral action. Several cases will be analyzed, depending on the control, the uncertainty and the presence of uncertainties in the input matrix. A complete overview...
متن کاملAsymptotic stability of time-varying distributed parameter semi-linear systems
The asymptotic behaviour is studied for a class of non-linear distributed parameter timevarying dissipative systems. This is achieved by using time-varying infinite-dimensional Banach state space description. Stability criteria are established, which are based on the dissipativity of the system in addition to another technical condition. The general development is applied to semi-linear systems...
متن کاملRobust H∞ Filtering of Stationary Discrete-Time Linear Systems
The problem of H∞ filtering of stationary discrete-time linear systems with stochastic uncertainties in the state space matrices is addressed, where the uncertainties are modeled as white noise. The relevant cost function is the expected value of the standard H∞ performance index with respect to the uncertain parameters. A previously developed stochastic bounded real lemma is applied which resu...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2002
ISSN: 0022-247X
DOI: 10.1016/s0022-247x(02)00017-3