Title :
Robust mixed H2/H∞ filtering with regional pole assignment for uncertain discrete-time systems
Author :
Yang, Fuwen ; Hung, Y.S.
Author_Institution :
Dept. of Electr. & Electron. Eng., Fuzhou Univ., China
fDate :
8/1/2002 12:00:00 AM
Abstract :
This paper deals with the robust mixed H2/H∞ filtering problem with regional pole assignment for linear uncertain discrete-time systems in the presence of two sets of exogenous disturbance inputs. A general framework for solving this problem is established using a linear matrix inequality (LMI) approach in conjunction with regional pole constraints, and H2 and H∞ optimization characterization. Necessary and sufficient conditions for the solvability of the problem are given in terms of a set of feasible LMIs. A numerical example is provided to illustrate the effectiveness of the proposed design algorithm.
Keywords :
H∞ optimisation; discrete time systems; filtering theory; linear systems; matrix algebra; pole assignment; uncertain systems; design algorithm; exogenous disturbance input; linear matrix inequality; linear uncertain discrete-time system; optimization; regional pole assignment; robust mixed H2/H∞ filtering; solvability; Band pass filters; Circuit optimization; Estimation error; Filtering; Linear matrix inequalities; Noise robustness; Oscillators; Power supplies; Resistors; Tuning;
Journal_Title :
Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on
DOI :
10.1109/TCSI.2002.801267
