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Finite-Dimensional H-infinity Filter Design for Linear Systems with Measurement Delay

Basin, Michael and Shi, Peng and Calderon-Alvarez, Dario and Wang, Jianfei (2008) Finite-Dimensional H-infinity Filter Design for Linear Systems with Measurement Delay. IFAC Proceedings Volumes (IFAC-PapersOnline), 17 (1). ISSN 1474-6670

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Abstract

This paper presents the central finite-dimensional H_infinity filter for linear systems with measurement delay, that is suboptimal for a given threshold gamma with respect to a modified Bolza-Meyer quadratic criterion including the attenuation control term with the opposite sign. In contrast to the results previously obtained for linear time delay systems, the paper reduces the original H_infinity filtering problem to an H_2 (optimal linear-quadratic) filtering problem, using the technique proposed in [1]. Application of the reduction technique becomes possible, since the optimal filtering equations solving the H_2 (linear-quadratic) filtering problems have been obtained for linear systems with measurement delay. The paper presents the central suboptimal H_infinity filter for linear systems with measurement delay, based on the optimal H_2 filter from [35], where the standard H_infinity filtering conditions of stabilizability, detectability, and noise orthonormality are assumed. Finally, to relax the standard conditions, the paper presents the generalized version of the designed H_infinity filter in the absence of the noise orthonormality. The proposed H_infinity filtering algorithm provides a direct method to calculate the minimum achievable values of the threshold gamma, based on the existence properties for a bounded solution of the gain matrix equation. Numerical simulations are conducted to verify performance of the designed central suboptimal filter for linear systems with state delay against the central suboptimal H_infinity filter available for linear systems without delays. The simulation results show a definite advantage in the values of the noise-output transfer function H_infinity norms in favor of the designed filter.

Item Type: Article
Uncontrolled Keywords: ResPubID18951, robust estimation, linear parameter-varying systems, robust time-delay systems
Subjects: FOR Classification > 0906 Electrical and Electronic Engineering
Faculty/School/Research Centre/Department > Institute for Logistics and Supply Chain Management (ILSCM)
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Depositing User: VUIR
Date Deposited: 02 May 2012 01:52
Last Modified: 02 May 2012 01:52
URI: http://vuir.vu.edu.au/id/eprint/5733
DOI: 10.3182/20080706-5-KR-1001.02093
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Citations in Scopus: 0 - View on Scopus

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