Robust vertex-dependant H∞ filtering of stochastic discrete-time systems with delay

Eli Gershon; Uri Shaked

doi:10.5220/0006432706210628

Robust vertex-dependant H_∞ filtering of stochastic discrete-time systems with delay

Eli Gershon, Uri Shaked

School of Electrical Engineering

Holon Institute of Technology

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

Abstract

Linear, state delayed, discrete-time systems with stochastic uncertainties in their state-space model are considered. The problems of robust vertex-dependant polytopic H_∞ filtering is solved, for the stationary case, via an input-output approach by which the system is replaced by a nonretarded system with deterministic norm-bounded uncertainties. A vertex-dependent solution is obtained by applying a modified version of the Finsler lemma. In this problem, a cost function is defined which is the expected value of the standard H_∞ performance index with respect to the uncertain parameters.

Original language	English
Title of host publication	ICINCO 2017 - Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics
Editors	Oleg Gusikhin, Kurosh Madani
Publisher	SciTePress
Pages	621-628
Number of pages	8
ISBN (Electronic)	9789897582639
DOIs	https://doi.org/10.5220/0006432706210628
State	Published - 2017
Event	14th International Conference on Informatics in Control, Automation and Robotics, ICINCO 2017 - Madrid, Spain Duration: 26 Jul 2017 → 28 Jul 2017

Publication series

Name	ICINCO 2017 - Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics
Volume	1

Conference

Conference	14th International Conference on Informatics in Control, Automation and Robotics, ICINCO 2017
Country/Territory	Spain
City	Madrid
Period	26/07/17 → 28/07/17

Keywords

Discrete stochastic systems
Polytopic uncertainties
Robust filtering

Access to Document

10.5220/0006432706210628

Cite this

Gershon, E., & Shaked, U. (2017). Robust vertex-dependant H_∞ filtering of stochastic discrete-time systems with delay. In O. Gusikhin, & K. Madani (Eds.), ICINCO 2017 - Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics (pp. 621-628). (ICINCO 2017 - Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics; Vol. 1). SciTePress. https://doi.org/10.5220/0006432706210628

Gershon, Eli ; Shaked, Uri. / Robust vertex-dependant H_∞ filtering of stochastic discrete-time systems with delay. ICINCO 2017 - Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics. editor / Oleg Gusikhin ; Kurosh Madani. SciTePress, 2017. pp. 621-628 (ICINCO 2017 - Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics).

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abstract = "Linear, state delayed, discrete-time systems with stochastic uncertainties in their state-space model are considered. The problems of robust vertex-dependant polytopic H∞ filtering is solved, for the stationary case, via an input-output approach by which the system is replaced by a nonretarded system with deterministic norm-bounded uncertainties. A vertex-dependent solution is obtained by applying a modified version of the Finsler lemma. In this problem, a cost function is defined which is the expected value of the standard H∞ performance index with respect to the uncertain parameters.",

keywords = "Discrete stochastic systems, Polytopic uncertainties, Robust filtering",

author = "Eli Gershon and Uri Shaked",

note = "Publisher Copyright: Copyright {\textcopyright} 2017 by SCITEPRESS - Science and Technology Publications, Lda. All rights reserved.; 14th International Conference on Informatics in Control, Automation and Robotics, ICINCO 2017 ; Conference date: 26-07-2017 Through 28-07-2017",

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Gershon, E & Shaked, U 2017, Robust vertex-dependant H_∞ filtering of stochastic discrete-time systems with delay. in O Gusikhin & K Madani (eds), ICINCO 2017 - Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics. ICINCO 2017 - Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics, vol. 1, SciTePress, pp. 621-628, 14th International Conference on Informatics in Control, Automation and Robotics, ICINCO 2017, Madrid, Spain, 26/07/17. https://doi.org/10.5220/0006432706210628

Robust vertex-dependant H_∞ filtering of stochastic discrete-time systems with delay. / Gershon, Eli; Shaked, Uri.
ICINCO 2017 - Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics. ed. / Oleg Gusikhin; Kurosh Madani. SciTePress, 2017. p. 621-628 (ICINCO 2017 - Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics; Vol. 1).

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

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Gershon E, Shaked U. Robust vertex-dependant H_∞ filtering of stochastic discrete-time systems with delay. In Gusikhin O, Madani K, editors, ICINCO 2017 - Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics. SciTePress. 2017. p. 621-628. (ICINCO 2017 - Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics). doi: 10.5220/0006432706210628