Game-Theoretic Design for Robust $H_{\infty}$ Filtering and Deconvolution With Consideration of Known Input

You, Fang; Wang, Fuli; Guan, Shouping

doi:10.1109/tase.2011.2105477

Cited by 10 publications

(14 citation statements)

References 15 publications

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“…Example . To compare with the condition when the time delay is not considered, we apply the same parameter with and use the method in [26]. When time T → ∞, solutions of RDE (14) and (15) Figs.…”

Section: Simulation Resultsmentioning

confidence: 99%

“…Corollary 1 [26] (Finite horizon, H ∞ hybrid estimation for continuous linear time-varying systems, delay-free, A τ ≡0,∀ t ∈ [0, T])…”

Section: Hamiltonian Accompany Systemmentioning

confidence: 99%

“…Using the differential game theory approach, they present a necessary and sufficient solvable condition as well as an estimator's design algorithm in terms of a solution to one Riccati differential equation (RDE). You et al [26,27] present the optimal performance level of continuous and discrete LTV H ∞ hybrid estimation using the differential game-theory approach. However, construction of the estimator is not discussed there.…”

Section: Introductionmentioning

confidence: 99%

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Robust H_∞ Filtering and Deconvolution for Continuous Time Delay Systems Based on Game‐Theoretic Approach

You

Wang

et al. 2016

Asian Journal of Control

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Many dynamical systems involve not only process and measurement noise signals but also parameter uncertainty and unknown input signals. This paper aims to estimate the state and unknown input for linear continuous time-varying systems subject to time delay in state, norm-bounded parameter uncertainty, and a known input. Such a problem is reformulated into a two-player differential game whose saddle point solution gives rise to one sufficient solvable condition for the estimation problem. The possible optimal estimators are obtained by solving the two coupled Riccati differential equations. We demonstrate, through two examples, how the proposed estimator is valid for estimating state and unknown input.

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Section: Simulation Resultsmentioning

confidence: 99%

“…Corollary 1 [26] (Finite horizon, H ∞ hybrid estimation for continuous linear time-varying systems, delay-free, A τ ≡0,∀ t ∈ [0, T])…”

Section: Hamiltonian Accompany Systemmentioning

confidence: 99%

Section: Introductionmentioning

confidence: 99%

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Robust H_∞ Filtering and Deconvolution for Continuous Time Delay Systems Based on Game‐Theoretic Approach

You

Wang

et al. 2016

Asian Journal of Control

Self Cite

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“…By integrating this for any , it arrives at (18) Then, we can obtain from (10), (15), and (18) that (19) It is also obvious that the Lyapunov function in (11) can be bounded as, (20) where and . Consequently, it is immediate from (19) and (20) (8) and (9) hold, the error system (7) is GUES for any switching signal satisfying (10), i.e., the observers (4) can track asymptotically the actual states of switched system (3).…”

Section: A State Estimation By Synchronous Observersmentioning

confidence: 99%

“…A S THE abundant practical applications in signal processing and control, state estimation and filtering have become important research hotspots [15], [18]. Truly, various types of estimator and filter, such as the well-known Kalman filter, and filter [3], [13], [17], are widely used in many areas [5]- [7].…”

Section: Introductionmentioning

confidence: 99%

Multiple-Mode Observer Design for a Class of Switched Linear Systems

Zhao

Liu

Zhang

et al. 2015

IEEE Trans. Automat. Sci. Eng.

129

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In this paper, the problems of state estimation are investigated for switched linear systems with average dwell time (ADT) switching in both continuous-time and discrete-time contexts. First, a set of mode-dependent Luenberger-type observers is designed subject to the ADT switching that is synchronous with the switching of the estimated systems. Then, a more practical case of the delayed observers is also considered, which implies that the switching of the multiple-mode observer to be designed has a lag to the switching of the estimated systems. In this case, the asynchronous switching signals are combined as a preliminary attempt, upon which sufficient conditions for the existence of the Luenberger-type observers and the corresponding ADT switching are formulated in terms of a set of linear matrix inequalities. Finally, the proposed approaches are applied to the state estimation of electronic circuits to demonstrate the effectiveness and applicability.Note to Practitioners-Switched systems are widely used for modeling complex systems, such as power electronics and network control systems, since they can complicatedly describe the interactions of a family of continuous-time or discrete-time dynamical systems. In practical systems, obtaining an accurate knowledge of the state is a crucial task that can determine the feasibility and reliability of subsequent activities as control. Usually, building a dynamical system called an "observer" to estimate the actual state is more applicable since some state variables cannot be measured through sensors. It is reasonable to design a multiple-mode observer for switched systems by designing a collection of observers for each mode of the switched system. If the active mode of the switched system is known, it is only to activate the corresponding mode of the observer. However, there is no guarantee that the estimation error will converge using this approach, even if the estimation error converges for each mode. Therefore, in this paper, the ADT switching is designed to guarantee that the estimation Manuscript error converges. Furthermore, in practice, it actually takes time to identify the system modes and apply the matched observer, which implies that the switching of the observers is asynchronous with that of the plants. In this case, the previously designed observer will fail to estimate the actual state. Thus, efficient design methods for the ADT switching and the delayed observers will also be developed to complete the estimation task.Index Terms-Multiple-mode observers, state estimation, switched linear systems. in

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Adaptive control and signal processing literature survey (No. 26)

2011

Int. J. Adapt. Control Signal Process.

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In order to keep readers up-to-date, the journal will contain a list of recently published journal articles relevant to the fields of adaptive control and signal processing six times a year. This list is compiled from a wide range of journals. Please note that even though the list has been broadly categorized these classifications are by no means strict, and are there to assist the reader. Please also note that inclusion in the list is not an endorsement of a paper's quality. If you have any suggestions or comments, please

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Game-Theoretic Design for Robust $H_{\infty}$ Filtering and Deconvolution With Consideration of Known Input

Cited by 10 publications

References 15 publications

Robust H_∞ Filtering and Deconvolution for Continuous Time Delay Systems Based on Game‐Theoretic Approach

Robust H_∞ Filtering and Deconvolution for Continuous Time Delay Systems Based on Game‐Theoretic Approach

Multiple-Mode Observer Design for a Class of Switched Linear Systems

Adaptive control and signal processing literature survey (No. 26)

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Game-Theoretic Design for Robust $H_{\infty}$ Filtering and Deconvolution With Consideration of Known Input

Cited by 10 publications

References 15 publications

Robust H∞ Filtering and Deconvolution for Continuous Time Delay Systems Based on Game‐Theoretic Approach

Robust H∞ Filtering and Deconvolution for Continuous Time Delay Systems Based on Game‐Theoretic Approach

Multiple-Mode Observer Design for a Class of Switched Linear Systems

Adaptive control and signal processing literature survey (No. 26)

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Robust H_∞ Filtering and Deconvolution for Continuous Time Delay Systems Based on Game‐Theoretic Approach

Robust H_∞ Filtering and Deconvolution for Continuous Time Delay Systems Based on Game‐Theoretic Approach