Robust Filtering for Uncertain Systems A Parameter-Dependent Approac
This monograph provides the reader with a systematic treatment of robust filter design, a key issue in systems, control and signal processing, because of the fact that the inevitable presence of uncertainty in system and signal models often degrades the f
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Huijun Gao Xianwei Li
Robust Filtering for Uncertain Systems A Parameter-Dependent Approach
Communications and Control Engineering
For further volumes: http://www.springer.com/series/61
Huijun Gao Xianwei Li •
Robust Filtering for Uncertain Systems A Parameter-Dependent Approach
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Huijun Gao Xianwei Li Research Institute of Intelligent Control and Systems Harbin Institute of Technology Harbin China
ISSN 0178-5354 ISSN 2197-7119 (electronic) ISBN 978-3-319-05902-0 ISBN 978-3-319-05903-7 (eBook) DOI 10.1007/978-3-319-05903-7 Springer Cham Heidelberg New York Dordrecht London Library of Congress Control Number: 2014935227 Springer International Publishing Switzerland 2014 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)
To my parents, Qingxiang Gao and Yunrong Yan, my wife, Lu Zhao, and my son, Ying’ao Gao — Huijun Gao To my parents, Daiyuan Li and Helan Chen, and my wife, Yue Gu — Xianwei Li
Preface
Filtering is one of the basic problems in the fields of systems, control and signal processing. The goal of filtering is to estimate signals that are unmeasurable through processing the measured output signals. Since the development of Kalman’s optimal filtering theory for stochastic systems and Luenberger’s observer theory for deterministic systems, man
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