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Design of Robust and Non-fragile $H_{\infty}$ Kalman-type Filter for System with Parameter Uncertainties: PLMI Approach

변수 불확실성을 가지는 시스템에 대한 견실비약성 $H_{\infty}$ 칼만형필터 설계: PLMI 접근법

  • 김준기 (LIG 넥스원 구미 기술연구소) ;
  • 양승협 (경북대학교 전자공학부) ;
  • 방경호 (명지전문대학 컴퓨터전자과) ;
  • 박홍배 (경북대학교 전자공학부)
  • Received : 2012.06.19
  • Published : 2012.10.25

Abstract

In this paper, we describe the synthesis of robust and non-fragile Kalman filter design for a class of uncertain linear system with polytopic uncertainties and filter gain variations. The sufficient condition of filter existence, the design method of robust non-fragile filter, and the measure of non-fragility in filter are presented via LMIs(Linear Matrix Inequality) technique. And the obtained sufficient condition can be represented as PLMIs(parameterized linear matrix inequalities) that is, coefficients of LMIs are functions of a parameter confined to a compact set. Since PLMIs generate infinite LMIs, we use relaxation technique, find the finite solution for robust non-fragile filter, and show that the resulting filter guarantees the asymptotic stability with parameter uncertainties and filter fragility. Finally, a numerical example will be shown.

본 논문에서는 변수 불확실성과 필터이득 섭동을 가지는 시스템에 대한 견실비약성 $H_{\infty}$ 칼만형필터 설계기법을 제안한다. 필터가 존재할 충분조건과 견실비약성 $H_{\infty}$ 필터 설계기법을 선형행렬부등식 (LMI: Linear Matrix Inequality 접근법으로 제안하고 시스템과 필터의 불확실성을 매개변수화 선형행렬부등식(PLMI: Parameterized Linear Matrix Inequality)으로 구조화된 불확실성의 형태로 표현한 후 Lyapunov 함수를 통해 시스템의 불확실성과 더불어 필터이득섭동을 고려한 칼만형 $H_{\infty}$ 필터가 존재할 충분조건과 필터설계기법을 PLMI 형태로 보인다. PLMI는 무한개의 LMI의 형태로 나타나므로 완화기법(relaxation technique)을 적용하여 유한개의 LMI의 형태로 변환한 후 견실하고 최적화된 필터이득과 필터섭동범위를 계산하고, 예제와 모의실험을 통해 제시된 필터의 타당성을 검증한다.

Keywords

References

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