Automatica, Vol.48, No.5, 894-900, 2012
A generalized framework for robust nonlinear H-infinity filtering of Lipschitz descriptor systems with parametric and nonlinear uncertainties
In this paper, a generalized robust nonlinear H-infinity filtering method is proposed for a class of Lipschitz descriptor systems, in which the nonlinearities appear both in the state and measured output equations. The system is assumed to have norm-bounded uncertainties in the realization matrices as well as nonlinear uncertainties. We synthesize the H-infinity filter through semidefinite programming and strict LMIs. The admissible Lipschitz constants of the nonlinear functions are maximized through LMI optimization. The resulting H-infinity filter guarantees asymptotic stability of the estimation error dynamics with prespecified disturbance attenuation level and is robust against time-varying parametric uncertainties as well as Lipschitz nonlinear additive uncertainty. Explicit bound on the tolerable nonlinear uncertainty is derived based on a norm-wise robustness analysis. (C) 2012 Elsevier Ltd. All rights reserved.
Keywords:Robust estimation;Nonlinear filters;Descriptor systems;LMI;Semidefinite programming;Lipschitz;DAE