%0 Journal Article
%T OnRobustH2Estimation
%A Lihua
%A Xie
%J 自动化学报
%P 1-12
%D 2005
%X ？Theproblemofstateestimationforuncertainsystemshasattractedarecurringinterestinthepastdecade.Inthispaper,weshallgiveanoverviewonsomeoftherecentdevelopmentintheareabyfocusingontherobustH2(Kalman)filteringofuncertaindiscrete-timesystems.TherobustH2estimationisconcernedwiththedesignofafixedestimatorforafamilyofplantsunderconsiderationsuchthattheestimationerrorcovarianceisofaminimalupperbound.Theuncertaintyunderconsiderationincludesnorm-boundeduncertaintyandpolytopicuncertainty.Inthefinitehorizoncase,weshalldiscussaparameterizeddifferenceRiccatiequationapproachforsystemswithnorm-boundeduncertaintyandpinpointthedifferenceofstateestimationbetweensystemswithoutuncertaintyandthosewithuncertainty.Intheinfinitehorizoncase,weshalldealwithboththenorm-boundedandpolytopicuncertaintiesusingalinearmatrixinequality(LMI)approach.Inparticular,weshalldemonstratehowtheconservatismofdesigncanbeimprovedusingaslackvariabletechnique.Wealsoproposeaniterativealgorithmtorefineadesignedestimator.Anexamplewillbegiventocompareestimatorsdesignedusingvarioustechniques.
%K Discrete-timesystems
%K uncertainsystems
%K robustH2estimation
%K Riccatiequations
%K linearmatrixinequalities
%U http://www.aas.net.cn/CN/abstract/abstract15489.shtml