Control and filtering of time-varying linear systems via parameter dependent Lyapunov functions.

摘要

The main contribution of this dissertation is to propose conditions for linear filter and controller design, considering both robust and parameter dependent structures, for discrete time-varying systems. The controllers, or filters, are obtained through the solution of optimization problems, formulated in terms of bilinear matrix inequalities, using a method that alternates convex optimization problems described in terms of linear matrix inequalities. Both affine and multi-affine in different instants of time (path dependent) Lyapunov functions were used to obtain the design conditions, as well as extra variables introduced by the Finsler's lemma. Design problems that take into account an Hinfinity guaranteed cost were investigated, providing robustness with respect to unstructured uncertainties. Numerical simulations show the efficiency of the proposed methods in terms of Hinfinity performance when compared with other strategies from the literature.