Robust filtering via convex combination of kalman filters

Author(s)

Rafael de Castro Duarte Martins

• Document type: Master's Dissertation
• Press: Campinas, SP.
• Institution: Universidade Estadual de Campinas (UNICAMP). Faculdade de Engenharia Elétrica e de Computação
• Defense date: 2007-11-04

Examining board members

José Cláudio Geromel; Akebo Yamakami; Jão Bosco Ribeiro do Val; Alexandre Trofino Neto

• Advisor: José Cláudio Geromel

Abstract

In this work, a new method to H2robust filtrer design is proposed. A convex combination of Kalman filters, calculated in each vertex of the uncertainty polytope, is used to synthesize the robust filter. For this model, the best one is calculated through a convex programming problem, expressed in terms of LMIs. Inicially a sub-class of polytopic systems is considerated and later it is widened to cope with both continuous and discrete time systems subject to polytopic parameter uncertainty. Lower and upper bounds of the estimation error norm are defined in order to evaluate the quality of the proposed filter. Its order generally is greater than the order of the plant, which contributes to reduce conservatism (AU)