Robust H/sub /spl infin// filtering of uncertain 2D discrete systems

Abstract

This paper focuses on the H/sub /spl infin// filtering of two-dimensional (2D) linear discrete systems with norm-bounded parameter uncertainty which appears in both the state and output matrices. The system is described by a 2D local state-space Fornasini-Marchesini second model. For the finite horizon case, a solution to the H/sub /spl infin// filtering is given in terms of two 2D Riccati difference equations. The infinite horizon 2D H/sub /spl infin// filtering is solved via both the algebraic Riccati inequality (ARI) and the linear matrix inequality approaches. The LMI approach is numerically more attractive than the ARI approach.