An IQC approach to robust estimation against perturbations of smoothly time-varying parameters

Abstract

Abstract-In this paper the design of robust H2-estimators for the class of linear systems that depend rationally on ratebounded uncertain time-varying parameters is addressed. The uncertainties are characterized by dynamic IQCs and new LMI conditions are formulated that allow for a nontrivial extension of the estimation problem with a weighting filter at the output. In order to show the power of the dynamic IQC approach, a numerical example is included in which the result is compared with alternative approaches based on parameter-dependent Lyapunov functions. The effectiveness of the additional weighting filter is illustrated in a second numerical example.

An LMI solution for a class of robust open-loop problems

“…The system H needs to have the form W (jω) −W (jω) , where W is a stable transfer function with a stable inverse, which is not always the case [9]. And even for this case, the order of the designed filter is greater than necessary, except in [17], where weigths can be taken into account without growth of order for the deisgned filter.…”