Abstract
The problem of designing robust filter with guaranteed induced ℓ ∞-norm for the estimation of the state-vector of discrete-time linear systems subject to state-multiplicative noise is considered. The design process applies a stochastic version of a lemma which was recently derived by the authors of this paper, characterizing the induced ℓ ∞-norm by Linear Matrix Inequalities. The results are applied to a guidance motivated tracking problem.
| Original language | English |
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| Title of host publication | 49th Israel Annual Conference on Aerospace Sciences 2009 |
| Pages | 602-614 |
| Number of pages | 13 |
| State | Published - 2009 |
| Event | 49th Israel Annual Conference on Aerospace Sciences 2009 - Tel Aviv and Haifa, Israel Duration: 4 Mar 2009 → 5 Mar 2009 |
Publication series
| Name | 49th Israel Annual Conference on Aerospace Sciences 2009 |
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| Volume | 2 |
Conference
| Conference | 49th Israel Annual Conference on Aerospace Sciences 2009 |
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| Country/Territory | Israel |
| City | Tel Aviv and Haifa |
| Period | 4/03/09 → 5/03/09 |