Title :
Reduced order H∞ filter design for discrete time-varying systems
Author :
Yu, Xianggang ; Hsu, Chin S.
Author_Institution :
Sch. of Electr. Eng. & Comput. Sci., Washington State Univ., Pullman, WA, USA
Abstract :
This paper addresses the reduced-order H∞ filter design for linear time varying discrete-time systems in which all measurements are not noise-free. The proposed filter has a generalized Luenberger observer structure and its order can be as low as n-p, where n and p are the order of signal systems and the number of measurements, respectively. Several bounded real lemmas are developed and they are the only tools used to establish the reduced-order filter design in this paper
Keywords :
H∞ optimisation; Riccati equations; discrete time systems; filtering theory; linear systems; observers; Luenberger observer structure; bounded real lemmas; discrete time-varying systems; linear systems; reduced order H∞ filter; Filtering theory; Information filtering; Information filters; Noise robustness; Nonlinear filters; Riccati equations; Signal design; State estimation; Time varying systems; Uncertainty;
Conference_Titel :
American Control Conference, Proceedings of the 1995
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-2445-5
DOI :
10.1109/ACC.1995.529398
