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 a 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 is shown to validate the proposed design method.
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