Robust energy-to-peak filter design for a class of unstable polytopic systems with a macroeconomic application

作者：

Highlights：

• The notion and the design method of robust energy-to-peak filtering has been extended to a class of unstable systems. The basic tool is the theory of set stability.

• It is shown that the derivation of the design conditions for the robust filters can be performed both for continuous- and discrete-time systems simultaneously in unified frames.

• The developed filter is applied to a macroeconomic problem, which was not solvable with the methods proposed in the literature before.

摘要

•The notion and the design method of robust energy-to-peak filtering has been extended to a class of unstable systems. The basic tool is the theory of set stability.•It is shown that the derivation of the design conditions for the robust filters can be performed both for continuous- and discrete-time systems simultaneously in unified frames.•The developed filter is applied to a macroeconomic problem, which was not solvable with the methods proposed in the literature before.

论文关键词：Filter design,Parameter uncertainty,Robust energy-to-peak filtering,Polytopic uncertainties,Linear matrix inequality,Potential GDP

论文评审过程：Received 20 April 2021, Revised 2 August 2021, Accepted 6 October 2021, Available online 24 October 2021, Version of Record 29 January 2022.

论文官网地址：https://doi.org/10.1016/j.amc.2021.126729