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H-infinity Filtering and Control of Discrete-Time Polytopic Systems with State Multiplicative Noise

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Author(s):
Morais, Cecilia F. ; Levano, Elmer ; Oliveira, Ricardo C. L. F. ; Peres, Pedro L. D. ; IEEE
Total Authors: 5
Document type: Journal article
Source: 2017 IEEE 56TH ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC); v. N/A, p. 6-pg., 2017-01-01.
Abstract

New linear matrix inequality (LMI) based conditions are proposed in this paper to solve the problems of designing H-infinity robust state feedback controllers and full-or reduced-order H-infinity filters for polytopic discrete-time linear systems affected by state-multiplicative noise. As a novelty, the uncertainties that affect the multiplicative noise matrices are considered to belong to a polytopic set which is distinct from the polytope where the other state space matrices lie. Consequently, the decision variables of the optimization problems, fixed as polynomials, can depend with distinct arbitrary degrees on the uncertain parameters, providing flexibility to tradeoff computational complexity and accuracy of the computed H-infinity guaranteed costs in both control and filter designs. The merits of the proposed technique are illustrated by numerical examples and comparisons with other methods from the literature. (AU)

FAPESP's process: 14/22881-1 - Control of switched systems, Markov jump linear systems and other classes of hybrid systems through LMIs
Grantee:Cecília de Freitas Morais
Support Opportunities: Scholarships in Brazil - Post-Doctoral