Title :
Reduced order solutions for the singular H∞ filtering problem
Author :
Ariola, M. ; Pironti, A.
Author_Institution :
Dipt. di Informatica e Sistemistica, Universita degli Studi di Napoli Federico II, Italy
Abstract :
We consider the finite horizon filtering H∞ problem for linear time varying systems. This problem has already been solved in the case when the direct feedthrough matrix F between the disturbance and the output vectors is full row rank. Here we consider the case when the problem is singular, i.e. the matrix F is not full row rank. We show that in this case a reduced observer can be designed in order to meet the desired performance
Keywords :
H∞ control; Riccati equations; differential equations; filtering theory; linear systems; matrix algebra; observers; reduced order systems; time-varying systems; linear time-varying systems; reduced observer; reduced order solutions; singular H∞ filtering problem; Automatic control; Control systems; Differential equations; Ear; Filtering; Filters; Riccati equations; Smoothing methods; State feedback; Time varying systems;
Conference_Titel :
Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-7061-9
DOI :
10.1109/.2001.980183
