Automatica, Vol.40, No.10, 1797-1802, 2004
Resilient linear filtering of uncertain systems
The problem of resilient linear filtering for a class of linear continuous-time systems with norm-bounded uncertainties is investigated. We have considered additive filter gain variations to reflect the imprecision in filter implementation. The design problem of resilient linear filter is formulated as a convex optimization problem over linear matrix inequalities. As a limiting procedure, the case of resilient Kalman filter is derived. All the developed results are conveniently extended to the case of multiplicative filter gain variations. Simulation studies are carried out to support the theoretical findings. (C) 2004 Elsevier Ltd. All rights reserved.