화학공학소재연구정보센터
Automatica, Vol.44, No.10, 2686-2690, 2008
Robust H-2 optimal filtering for continuous-time stochastic systems with polytopic parameter uncertainty
In this paper, robust H-2 optimal filtering is addressed for continuous-time stochastic systems with polytopic parameter uncertainty. A new robust stability condition is presented. A continuous-time robust H-2 optimal filter is obtained by solving a sufficient linear matrix inequality condition characterizing a solution of a robust minimum variance filtering problem which takes into account the polytopic type of model Uncertainties. The proposed approach is demonstrated through numerical examples. (c) 2008 Elsevier Ltd. All rights reserved.