Robust ℓ ∞-induced optimal filtering of systems with state-multiplicative noise

I. Yaesh; U. Shaked

Robust ℓ _∞-induced optimal filtering of systems with state-multiplicative noise

I. Yaesh^*
, U. Shaked

^*Corresponding author for this work

Department of Electrical Engineering - Systems

IMI Advanced Sytems Divsion

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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
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
Volume	2

Conference

Conference	49th Israel Annual Conference on Aerospace Sciences 2009
Country/Territory	Israel
City	Tel Aviv and Haifa
Period	4/03/09 → 5/03/09

Cite this

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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.",

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AB - 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.

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Y2 - 4 March 2009 through 5 March 2009

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Robust ℓ _∞-induced optimal filtering of systems with state-multiplicative noise

Abstract

Publication series

Conference

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