Robust Filtering for Discrete-Time Linear Parameter-Varying Descriptor Systems

Abstract

This paper deals with robust state estimation for discrete-time, linear parameter varying (LPV) descriptor systems. It is assumed that all the system state-space matrices are affine functions of the uncertain parameters and both the parameters and their variations are bounded functions of time with known minimum and maximum values. First, necessary and sufficient conditions are proposed for admissibility and bounded realness for discrete linear time-varying (DLTV) descriptor systems. Next, two convex optimisation based methods are proposed for designing admissible stationary linear descriptor filters for LPV descriptor systems which ensure a prescribed upper bound on the ℓ2-induced gain from the noise signal to the estimation error regardless of model uncertainties. The proposed filter design results were based on parameter-dependent generalised Lyapunov functions, and full-order, augmented-order and reduced-order filters were considered. Numerical examples are presented to show the effectiveness of the proposed filtering scheme. In particular, the proposed approach was used to estimate the state variables of a controlled horizontal 2-DOF robotic manipulator based on noisy measurements.

Keywords

• robust state estimation and filtering
• dynamic descriptor systems
• linear parameter varying systems