• DocumentCode
    420796
  • Title

    H2/H∞ optimal filter design for linear discrete-time systems

  • Author

    Yu, Li ; Xu, Jing-Ming ; Xu, Chi

  • Author_Institution
    Dept. of Autom., Zhejiang Univ. of Technol., Hangzhou, China
  • Volume
    2
  • fYear
    2004
  • fDate
    15-19 June 2004
  • Firstpage
    1597
  • Abstract
    This paper deals with the optimal filtering problem of discrete-time systems, the objective is to find a filter such that an upper bound on the H2 norm criterion of the estimation error is minimized while a prescribed noise attenuation level is guaranteed. A procedure to designing the optimal H2/H∞ filter is presented by formulating and solving a certain convex optimization problem with linear matrix inequality constraints.
  • Keywords
    H∞ control; convex programming; discrete time systems; error analysis; filtering theory; linear matrix inequalities; linear systems; H2/H∞ optimal filter design; convex optimization problem; error estimation; linear discrete-time systems; linear matrix inequality constraints; noise attenuation level; Attenuation; Automation; Estimation error; Filtering; Linear matrix inequalities; Noise level; Nonlinear filters; Optical wavelength conversion; Paper technology; Upper bound;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Intelligent Control and Automation, 2004. WCICA 2004. Fifth World Congress on
  • Print_ISBN
    0-7803-8273-0
  • Type

    conf

  • DOI
    10.1109/WCICA.2004.1340921
  • Filename
    1340921
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=420796