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Robust H infty filtering for uncertain differential linear repetitive processes

Record type: Article

The unique characteristic of a repetitive process is a series of sweeps or passes through a set of dynamics defined over a finite duration known as the pass length. At the end of each pass, the process is reset and the next time through the output, or pass profile, produced on the previous pass acts as a forcing function on, and hence contributes to, the dynamics of the new pass profile. They are hence a class of systems where a variable must be expressed in terms of two directions of information propagation (from pass-to-pass and along a pass, respectively) where the dynamics over the finite pass length are described by a matrix linear differential equation and from pass to pass by a discrete updating structure. This means that filtering/estimation theory/algorithms for, in particular, 2D discrete linear systems is not applicable. In this paper, we solve a general robust filtering problem with a view towards use in many applications where such an action will be required.

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Citation

Wu, L, Lam, J, Paszke, W, Galkowski, K and Rogers, E (2008) Robust H infty filtering for uncertain differential linear repetitive processes International Journal of Adaptive Control and Signal Processing, 22, pp. 243-265.

More information

Published date: 2008
Organisations: Southampton Wireless Group

Identifiers

Local EPrints ID: 264401
URI: http://eprints.soton.ac.uk/id/eprint/264401
ISSN: 0890-6327
PURE UUID: d6867917-b989-4a47-ae9a-107d340f98e4

Catalogue record

Date deposited: 10 Aug 2007
Last modified: 18 Jul 2017 07:36

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Contributors

Author: L Wu
Author: J Lam
Author: W Paszke
Author: K Galkowski
Author: E Rogers

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