Multiobjective filtering design

Author

Chen, Xiang ; Zhou, Kemin

Author_Institution

Dept. of Electr. Eng., Lakehead Univ., Thunder Bay, Ont., Canada

Volume

2

fYear

1999

fDate

9-12 May 1999

Firstpage

708

Abstract

Motivated by the development of a time domain game approach for mixed /spl Hscr//sub 2///spl Hscr//sub /spl infin// characterization, the multiobjective filtering design problem is formulated and solved in both finite and infinite time domains, by combining the constrained optimization approach and the /spl Hscr//sub /spl infin// optimization approach. The resulting filters possess desired robust performance in a white noise environment. It is shown that the design can be done through solving a set of coupled Riccati differential or algebraic equations.

Keywords

H/sup /spl infin optimisation; Riccati equations; differential equations; filtering theory; time-domain analysis; white noise; H/sub /spl infin// optimization approach; constrained optimization approach; coupled Riccati algebraic equations; coupled Riccati differential equations; finite time domain; infinite time domain; multiobjective filtering design; time domain game approach; white noise; Constraint optimization; Design optimization; Filtering; Filters; Hydrogen; Lakes; Noise robustness; Optimization methods; Riccati equations; Working environment noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Electrical and Computer Engineering, 1999 IEEE Canadian Conference on

Conference_Location

Edmonton, Alberta, Canada

ISSN

0840-7789

Print_ISBN

0-7803-5579-2

Type

conf

DOI

10.1109/CCECE.1999.808017

Filename

808017