Min–max Kalman filtering

The problem of H_∞-optimal state estimation of linear continuous-time systems that are measured with an additive white noise is addressed. The relevant cost function is the expected value of the standard H_∞ performance index, with respect to the measurement noise statistics. The solution is obtained by applying the matrix version of the maximum principle to the solution of the min–max problem in which the estimator tries to minimize the mean square estimation error and the exogenous disturbance tries to maximize it while being penalized for its energy. The solution is given in terms of two coupled Riccati difference equations from which the filter gains are derived. In the case where an infinite penalty is imposed on the energy of the exogenous disturbance, the celebrated Kalman filter is recovered. In the stationary case, where all the signals are stationary, an upper-bound on the solutions of the coupled Riccati equations is obtained via a solution of coupled linear matrix inequalities. The resulting filter then guarantees a bound on the estimation error covariance matrix. An illustrative example is given where the velocity of a maneuvering target has to be estimated utilizing noisy measurements of the position.     

An LMI approach to periodic discrete-time unbiased filtering

The problem of unbiased filtering for a discrete-time linear periodic system is faced by means of linear matrix inequality techniques. As leading case, we derive the synthesis conditions to obtain an unbiased filter and an unbiased fixed-lag smoother enforcing a bound on the H_∞ performance on the error dynamics.     

L 2-gain analysis and control synthesis of uncertain switched linear systems subject to actuator saturation

This article addresses the L ₂-gain analysis and control synthesis problem for a class of uncertain switched linear systems with saturating actuators and external disturbances. First, when the controllers are pre-given, an analysis condition on disturbance tolerance is established under which the state trajectory starting from the origin will remain inside a bounded set. By this condition, the problem of estimating disturbance tolerance capability is formulated as a constrained optimisation problem. Then, the restricted L ₂-gain property is analysed over the set of tolerable disturbances. An upper bound on the restricted L ₂-gain is estimated by solving a constrained optimisation problem. Furthermore, when controller gain matrices are design variables, these optimisation problems can be adapted for controller design. All the results are achieved by utilising the multiple Lyapunov functions method and presented in terms of an LMI optimisation-based approach. A numerical example is given to show the effectiveness of the proposed method.     

Relating H2 and H∞ bounds for finite-dimensional systems

For a linear time invariant system, the infinity-norm of the transfer function can be used as a measure of the gain of the system. This notion of system gain is ideally suited to the frequency domain design techniques such as H_∞ optimal control. Another measure of the gain of a system is the H₂ norm, which is often associated with the LQG optimal control problem. The only known connection between these two norms is that, for discrete time transfer functions, the H₂ norm is bounded by the H_∞ norm. It is shown in this paper that, given precise or certain partial knowledge of the poles of the transfer function, it is possible to obtain an upper bound of the H_∞ norm as a function of the H₂ norm, both in the continuous and discrete time cases. It is also shown that, in continuous time, the H₂ norm can be bounded by a function of the H_∞ norm and the bandwidth of the system.     

Mixed <Emphasis Type="Italic">H</Emphasis><Subscript>2</Subscript>/<Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> filtering for a class of high-speed sampling uncertain systems

The problem of mixed H2/H∞ filtering for polytopic Delta operator systems is investigated. The aim is to design a linear asymptotically stable filter which guarantees that the filtering error system has different performances in different filtering channels. Based on a parameter-dependent Lyapunov function, a new mixed H2/H∞ performance criterion is presented. Upon this performance criterion, a sufficient condition for the full-order mixed H2/H∞ filter is derived in terms of linear matrix inequalities. The filter can be obtained from the solution of a convex optimization problem. The proposed filter design procedure is less conservative than the strategy based on the quadratic stability notion. A numerical example is given to illustrate the feasibility of the proposed approach.     

Decentralised H ∞ control for singular systems

In this article, considering the design problem of decentralised H _∞ controller of singular systems, the two cases of controllers via measurement feedback are designed: one is precise controller, and the other is additive controller gain variation. The design procedures of the two cases of controllers are presented in terms of the solutions to generalised algebraic Riccati inequalities. The designed controllers in each case guarantee that closed-loop singular systems are admissible and with H _∞-norm bound on disturbance attenuation. Finally, a numerical example to demonstrate the validity of the proposed approach is given.     

A New view of the approximations in H v -groups

Let H is an H _v -group and the set of all finite products of elements of H. The relation β^* is the smallest equivalence relation on H such that the quotient H/ β^* is a group. The relation β^* is transitive closure of the relation β, where β is defined as follows: x β y if and only if for some . Based on the relation β, we define a neighborhood system for each element of H, and we presents a general framework for the study of approximations in H _v -groups. In construction approach, a pair of lower and upper approximation operators is defined. The connections between H _v -groups and approximation operators are examined.     

Reduced-order filtering for linear systems with Markovian jump parameters

This paper addresses the reduced-order H_∞ filtering problem for continuous-time Makovian jump linear systems, where the jump parameters are modelled by a discrete-time Markov process. Sufficient conditions for the existence of the reduced-order H_∞ filter are proposed in terms of linear matrix inequalities (LMIs) and a coupling non-convex matrix rank constraint. In particular, the sufficient conditions for the existence of the zero-order H_∞ filter can be expressed in terms of a set of strict LMIs. The explicit parameterization of the desired filter is also given. Finally, a numerical example is given to illustrate the proposed approach.     

Static output feedback stabilisation with H∞ performance for a class of plants

In this paper, the problem of static output feedback control of a linear system is considered. The existence of a static output feedback control law is given in terms of the solvability of two coupled Lyapunov inequalities which result in a non-linear optimisation problem. However, using state-coordinate and congruence transformations and by imposing a block-diagonal structure on the Lyapunov matrix, we will see that the determination of a static output feedback gain reduces, for a specific class of plants, to finding the solution of a system of linear matrix inequalities. The class of plants considered is those which are minimum phase with a full row rank Markov parameter. The method is extended to incorporate H_∞ performance objectives. This results in a sub-optimal static H_∞ control law found by non-iterative means. The simplicity of the method is demonstrated by a numerical example.     

P2-Packing问题参数算法的改进

P₂-Packing问题是一个典型的NP难问题.目前这个问题的最好结果是时间复杂度为O^*(2^5.301k)的参数算法,其核的大小为15k.通过对P₂-packing问题的结构作进一步分析,提出了改进的核心化算法,得到大小为7k的核,并在此基础上提出了一种时间复杂度为O^*(2^4.142k)的参数算法,大幅度改进了目前文献中的最好结果.     

Nonlinear H∞ control around periodic orbits

In this paper, we study the nonlinear H_∞ control of systems with periodic orbits. We develop the notion of an induced L₂ gain (so-called nonlinear H_∞ norm) for systems where the no-disturbance behavior of the system is a periodic orbit and provide conditions under which the induced L₂ gain of the system (around the orbit) can be made less than a specified value by state feedback. This work is a natural extension of results on nonlinear H_∞ control of nonlinear systems in a neighborhood of a stable equilibrium point to the periodic orbit case. Synthesis of a nonlinear H_∞ state feedback controller is facilitated by the use of transverse coordinates and, in particular, the transverse linearization of the system.     

Delay-dependent reliable H ∞ filtering for sector-bounded nonlinear continuous-time systems with time-varying state delays and sensor failures

In this article, the reliable H _∞ filtering problem against sensor failures is investigated for a class of continuous-time systems with simultaneous sector-bounded nonlinearities and varying time delays. The focus of this article is on designing a reliable filter such that the filtering error system is asymptotically stable and meets the prescribed H _∞ norm constraint in the normal case as well as in the sensor failure case simultaneously. Linear matrix inequality conditions, which depend not only on the upper and lower bounds of delay but also on the upper bound of delay derivative, are obtained for the existence of admissible filters and, based on these, the filter design is cast into a convex optimisation problem. What is worth mentioning is that the information about the upper bound of the delay derivative is taken into consideration even if this upper bound is not smaller than 1. A numerical example is presented to illustrate the effectiveness and advantage of the developed filter design method.     

Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems

We study a finite-horizon robust minimax filtering problem for time-varying discrete-time stochastic uncertain systems. The uncertainty in the system is characterized by a set of probability measures under which the stochastic noises, driving the system, are defined. The optimal minimax filter has been found by applying techniques of risk-sensitive LQG control. The structure and properties of resulting filter are analyzed and compared to H_∞ and Kalman filters.     

Structural properties of minimax controllers for a class of differential games arising in nonlinear H control

This paper introduces, in precise mathematical terms, two properties (named, certainty equivalence and generalized certainty equivalence) that nonlinear minimax controller problems might possess. The certainty equivalence is a generalization of the one introduced earlier by Ba ar and Bernhard (1991) and Bernhard (1990), which applies to problems where the ‘worst-case disturbance’ may not be unique (but the worst-case state trajectory is). The generalized certainty equivalance, on the other hand, extends this to accomodate nonunique worst-case state trajectories, and leads to the constrollers that guarantee a bounded upper value for the underlying game. The paper also shows that for a large class of games (and under certain conditions), certainty-equivalent (as well as generalized certainty-equivalent) controllers admit (infinite-dimensional) estimator (Kalman-filter) structures, where the estimator gain depends on the state of the estimator.     

Robust switching-type H∞ filter design for linear uncertain systems with time-varying delay

This paper is concerned with the problem of robust H_∞ filter design for a class of linear uncertain systems with time-varying delay. The uncertainty parameters are supposed to be time-varying, unknown, but bounded, which appear affinely in the matrices of the considered system model. Based on linear matrix inequality (LMI) method and switching laws, a new switching-type filter is designed to guarantee the asymptotic stability and H_∞ performance level of the filtering error systems. The key feature is that the new proposed filter parameters are switching between certain fixed gains automatically via the designed switching law. It is shown that the new filter design method is less conservative than the traditional fixed gain filter design method. An example is given to illustrate the validity of the proposed design.     

Robust H∞ estimation of stationary discrete-time linear processes with stochastic uncertainties

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, with respect to the uncertain parameters, of the standard H_∞ performance. A previously developed stochastic bounded real lemma is applied that results in a modified Riccati inequality. This inequality is expressed in a linear matrix inequality form whose solution provides the filter parameters. The method proposed is applied also to the case where, in addition to the stochastic uncertainty, other deterministic parameters of the system are not perfectly known and are assumed to lie in a given polytope. The problem of mixed H₂/H_∞ filtering for the above system is also treated. The theory developed is demonstrated by a simple tracking example.     

H ∞ filter design for continuous-time systems with quantised signals

This article studies the quantised H _∞ filtering problem for continuous-time systems with a type of dynamic quantisers, which are conjuncted with static quantisers via dynamic scalings. The static quantiser ranges are fully considered here for practical transmission channels requirements. A quantised H _∞ filter design strategy is proposed, where a convex optimisation method is developed to minimise static quantiser ranges. The resulting design guarantees that the quantised augmented system is asymptotically stable and with a prescribed H _∞ performance bound. The effectiveness of the proposed filter design method is demonstrated by a numerical example.     

L 2-Gain analysis and control synthesis of uncertain discrete-time switched linear systems with time delay and actuator saturation

The problem of L ₂-gain analysis and control synthesis is studied for a class of uncertain discrete-time switched linear systems with time delay and saturating actuators by using the multiple Lyapunov functions method. With the state feedback controllers adopted beforehand, an analysis condition on disturbance tolerance is derived under which the operating state trajectory with zero initial condition will remain inside a bounded set in its proximity. Then with this condition at hand, the largest disturbance tolerance level is determined via the solution of a constrained optimisation problem. Then, a sufficient condition for the restricted L ₂-gain over the set of tolerable disturbances is derived. The smallest upper bound on the restricted L ₂-gain is also obtained by solving a constrained optimisation problem. Furthermore, when controller gain matrices are design variables, these optimisation problems are adjusted for solving the control design task. An illustrative numerical example is given to demonstrate the feasibility and effectiveness of the proposed method.     

H∞ control of switched delayed systems with average dwell time

This paper considers the problems of stability analysis and H_∞ controller design of time-delay switched systems with average dwell time. In order to obtain less conservative results than what is seen in the literature, a tighter bound for the state delay term is estimated. Based on the scaled small gain theorem and the model transformation method, an improved exponential stability criterion for time-delay switched systems with average dwell time is formulated in the form of convex matrix inequalities. The aim of the proposed approach is to reduce the minimal average dwell time of the systems, which is made possible by a new Lyapunov–Krasovskii functional combined with the scaled small gain theorem. It is shown that this approach is able to tolerate a smaller dwell time or a larger admissible delay bound for the given conditions than most of the approaches seen in the literature. Moreover, the exponential H_∞ controller can be constructed by solving a set of conditions, which is developed on the basis of the exponential stability criterion. Simulation examples illustrate the effectiveness of the proposed method.     

New results on H ∞ filter design for nonlinear systems with time-delay through a T-S fuzzy model approach

H _∞ filter design for nonlinear systems with time-delay via a T-S fuzzy model approach is investigated based on a piecewise analysis method. Two cases of time-varying delays are fully considered: one is the time-varying delay being continuous uniformly bounded while the other is the time-varying delay being differentiable uniformly bounded with delay-derivative bounded by a constant. Based on a piecewise analysis method, the variation interval of the time delay is first divided into several subintervals, then the convexity property of the matrix inequality and the free weighting matrix method are fully used in this article. Some novel delay-dependent H _∞ filtering criteria are expressed as a set of linear matrix inequalities, which can lead to much less conservative analysis results. Finally, a numerical example is given to illustrate that the results in this article are more effective and less conservative than some existing ones.