The aim of this project is to study filtering problems for linear dynamic systems with time-varying parameters that have bounded variations. The H-2 and H-infinity norms will be used as performance criteria for both continuous-time and discrete time-systems. Extensions to cope with the presence of time-delays and structural constraints will be investigated. As methodology, parameter dependent Lyapunov functions and linear matrix inequalities will be used.
News published in Agência FAPESP Newsletter about the scholarship: