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IEEE Transactions on Automatic Control, Vol.49, No.1, 149-154, 2004
Multiobjective filter design for uncertain stochastic time-delay systems
This note addresses the problem of robust mutliobjective filtering for discrete time-delay systems with mixed stochastic and deterministic uncertainties, in addition to unmodeled nonlinearities. A procedure is developed for the design of linear and exponentially stable filters with a bounded error variance, exponential rate of decay, and robust performance for the error system.
Keywords:exponential stability;Kalman filter;linear matrix inequality;robust filter;stochastic uncertainties;time-delay systems