• DocumentCode
    352656
  • Title

    Filter design with expected covariance and disk area constraint

  • Author

    Du, Lin

  • Author_Institution
    Dept. of Autom. Control, North China Inst. of Technol., Taiyuan, China
  • Volume
    1
  • fYear
    2000
  • fDate
    2000
  • Firstpage
    103
  • Abstract
    A filter design problem for linear continuous stochastic systems with multiple indices is considered, such that the steady-state covariance of the filter is less than the expected steady-state covariance, and the poles of the filters is constrained to a given disk area. The design formula is proposed, and the method of computation is given
  • Keywords
    covariance analysis; filtering theory; linear systems; matrix algebra; poles and zeros; stochastic systems; disk area constraint; expected covariance; filter design; linear continuous stochastic systems; multiple indices; poles; steady-state covariance; Linear matrix inequalities; Nonlinear filters; Steady-state; Stochastic systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Intelligent Control and Automation, 2000. Proceedings of the 3rd World Congress on
  • Conference_Location
    Hefei
  • Print_ISBN
    0-7803-5995-X
  • Type

    conf

  • DOI
    10.1109/WCICA.2000.859924
  • Filename
    859924
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=352656