scholarly journals On Computing the Worst-case H∞ Performance of Lur'e Systems with Uncertain Time-invariant Delays

2015 ◽  
Vol 19 (5) ◽  
pp. 101-120
Author(s):  
Thapana Nampradit ◽  
David Banjerdpongchai
Keyword(s):  
Lur’E Systems ◽  
Worst Case ◽  
Uncertain Time ◽  
Time Invariant

The Design of a Robust Weighted Measurement Fusion Steady-State Kalman Filter

2014 ◽  
Vol 701-702 ◽  
pp. 624-629
Author(s):  
Wen Qiang Liu ◽  
Xue Mei Wang ◽  
Zi Li Deng
Keyword(s):  
Kalman Filter ◽  
Steady State ◽  
Lyapunov Equation ◽  
Model Parameters ◽  
Invariant System ◽  
Parameter Uncertainties ◽  
Worst Case ◽  
Uncertain Model ◽  
Time Invariant ◽  
Time Invariant System

For the linear discrete-time multisensor time-invariant system with uncertain model parameters and measurement noise variances, by introducing fictitious noise to compensate the parameter uncertainties, using the minimax robust estimation principle, based on the worst-case conservative multisensor system with conservative upper bounds of measurement and fictitious noises variances, a robust weighted measurement fusion steady-state Kalman filter is presented. By the Lyapunov equation approach, it is proved that when the region of the parameter uncertainties is sufficient small, the corresponding actual fused filtering error variances are guaranteed to have a less-conservative upper bound. Simulation results show the effectiveness and correctness of the proposed results.

Supervisory Control of Dynamical Systems With Uncertain Time Delays

2009 ◽  
Author(s):  
Bo Song ◽  
Jian-Qiao Sun
Keyword(s):  
Time Delay ◽  
Dynamical Systems ◽  
Supervisory Control ◽  
Time Delays ◽  
Linear Time ◽  
Theoretical Work ◽  
Linear Time Invariant ◽  
Uncertain Time ◽  
Linear Time Invariant System ◽  
Time Invariant

This paper presents a study of controlling dynamical systems with uncertain and varying time delays. We apply the supervisory control algorithm to handle uncertainties in time delay. The hysteretic switching rule selects control gains out of the set of pre-determined optimal feedback gains for certain time delays in a range with known lower and upper bounds. The criterion is to judge when the system stays stable for any gains being selected and has a smaller switching index when the uncertain time delay varies in a known interval. A linear time-invariant system is used as an example to demonstrate the theoretical work.

Robust performance with fixed and worst-case signals for uncertain time-varying systems

Automatica ◽  
1997 ◽  
Vol 33 (12) ◽  
pp. 2183-2189 ◽  
Author(s):  
F. Blanchini ◽  
S. Miani ◽  
M. Sznaier
Keyword(s):  
Time Varying ◽  
Robust Performance ◽  
Worst Case ◽  
Time Varying Systems ◽  
Uncertain Time

Robust Weighted Measurement Fusion Kalman Predictor with Uncertain Parameters and Noise Variances

2014 ◽  
Vol 701-702 ◽  
pp. 538-543
Author(s):  
Chuan Shan Yang ◽  
Xue Mei Wang ◽  
Wen Juan Qi ◽  
Zi Li Deng
Keyword(s):  
Uncertain System ◽  
Lyapunov Equation ◽  
Conservative System ◽  
Upper Bounds ◽  
Uncertain Parameters ◽  
Invariant System ◽  
Worst Case ◽  
Kalman Predictor ◽  
Time Invariant ◽  
Time Invariant System

For the multisensor time-invariant system with uncertainties of both the noise variances and parameters, by introducing a fictitious white noise to compensate the uncertain parameters, the uncertain system can be converted into the conservative system with known parameters and uncertain noise variances. Using the minimax robust estimation principle, and the Lyapunov equation approach, a robust weighted measurement fusion Kalman predictor is presented based on the worst-case conservative system with the conservative upper bounds of noise variances. A Monte-Carlo simulation example shows its effectiveness.

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