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 filtering performance and
may even cause instability. The methods described are therefore not
subject to the rigorous assumptions of traditional Kalman filtering. The
monograph is concerned with robust filtering for various dynamical
systems with parametric uncertainties and focuses on parameter-dependent
approaches to filter design. Classical filtering schemes, like
H2 filtering and H filtering, are addressed and emerging
issues such as robust filtering with constraints on communication
channels and signal frequency characteristics are discussed. The text
features:
- design approaches to robust filters arranged according to varying
complexity level and emphasizing robust filtering in the
parameter-dependent framework for the first time;
- guidance on the use of special realistic phenomena or factors to
describe problems more accurately and to improve filtering performance;
- a unified linear matrix inequality formulation of design approaches
for easy and effective filter design;
- demonstration of the techniques of matrix decoupling technique, the
generalized Kalman‒Yakubovich‒Popov lemma, the free weighting matrix
technique and the delay modelling approach, in robust filtering;
- numerous easy-to-follow simulation examples, graphical and tabular
illustrations to help the reader understand the filter design approaches
developed; and
- an account of emerging issues on robust filtering for research to
inspire future investigation.
Robust Filtering for Uncertain Systems will be of interest to academic
researchers specializing in linear, robust and optimal control and
estimation and to practitioners working in tracking and network control
or signal filtering, detection and estimation. Graduate students
learning control and systems theory, signal processing or applied
mathematics will also find the book to be a valuable resource.
