International Federation of Automatic Control
3rd IFAC SYMPOSIUM on SYSTEM, STRUCTURE and CONTROL

Foz do Iguassu, Brazil October 17th - 19th, 2007

Thursday Morning

Plenary Lecture on H2 Robust Filtering


Chair: Michel Malabre - France
Room: Pacifico
2007-10-18
From 08:30 to 09:30
H2 Robust Filtering with Optimality Gap Certification
José C. Geromel
Contact: José C. Geromel - Brazil
Abstract:
In this paper H2 robust filtering is considered. Particular attention is devoted to what we call optimality gap certification of robust filters for both continuous and discrete time invariant systems subject to polytopic parameter uncertainty. After a brief discussion on some of the most expressive methods available for H2 robust filter design, a new one based on a performance certificate calculation is presented. The performance certificate is given in terms of the gap produced by the robust filter between lower and upper bounds of a minimax programming problem where the H2 norm of the estimation error is maximized with respect to the feasible uncertainties and minimized with respect to all linear, rational, stable and causal filters. The calculations are performed through convex programming methods developed to deal with linear matrix inequality (LMI). Many examples borrowed from the literature are solved and it is shown that the proposed method outperforms all other designs. Copyright © 2007 IFAC.
José C. Geromel was born in Itatiba, Brazil in 1952. He received the B.S. and M.S. degrees in electrical engineering from the University of Campinas (UNICAMP), Campinas, Brazil, in 1975 and 1976 respectively. He received the Doctorat d’État degree from the University Paul Sabatier, Toulouse, France, in1979. In 1975, he joined the School of Electrical and Computer Engineering, UNICAMP, where he was the Dean for Graduate Studies from 1998 to 2002 and is presently Professor of Control Theory and Design. In 1987, he was a Visiting Professor at the Milan Polytechnic Institute, Milan, Italy. He is coauthor with P. Colaneri and A. Locatelli, of the book Control Theory and Design: An RH2 and RH∞ Viewpoint (New York: Academic Press, 1997), and coauthor, with A. G. B. Palhares, of the book Análise Linear de Sistemas Dinâmicos: Teoria, Ensaios Práticos e Exercícios, in Portuguese, (São Paulo, Brazil: Edgard Blucher Ltda, 2004). His current research interests include convex programming theory, control systems design, robust control and filtering, and switched systems. Prof. Geromel is a Subject Editor of the International Journal of Robust and Nonlinear Control and European Journal of Control. He was awarded, in 1994 the Zeferino Vaz Award for his teaching and research activities at UNICAMP and, in 2007 the Scopus Award, jointly awarded by Elsevier and Capes / Brazil. Since 1991, he has been a Fellow of the CNPq - the Brazilian Council for Research and Development. In 1999 he was named for Chevalier dans l'Ordre des Palmes Academiques by the French Minister of National Education. Since 1998 he has been a member of the Brazilian Academy of Science. In 2003 he was elected member of the IFAC Council for the term 2003-2005.