Krein space approach to robust H<inf>∞</inf> filtering for linear uncertain systems

Abstract

A novel Krein space approach to robust H <inf xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">∞</inf> filtering for linear uncertain systems is developed. The parameter uncertainty, entering into both states and measurement equations, satisfies an energy-type constraint. Then a Krein space approach is used to tackle the robust H <inf xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">∞</inf> filtering problem. To this end, a new Krein space formal system is designed according to the original sum quadratic constraint (SQC) without introducing any nonzero factors into it and, consequently, the estimate recursion is obtained through the filter gain in Krein space. Finally, a numerical example is given to demonstrate the effectiveness of the proposed approach.