Title :
Reduced-order solutions for the singular H∞ filtering problem
Author :
Ariola, Marco ; Pironti, Alfredo
Author_Institution :
Dipt. di Informatica e Sistemistica, Univ. degli Studi di Napoli, Italy
Abstract :
We consider the filtering H∞ problem for linear time-varying systems. This problem has been already solved in the case when the direct feedthrough matrix F between the disturbance and the output vectors is full-row rank. Here, we consider the case when the problem is singular, that is when this feedthrough matrix is not full-row rank. We show that in this case a reduced-order observer can be designed to meet the desired performance. Moreover, we apply the obtained results to solve a particular H∞ singular output feedback problem.
Keywords :
H∞ control; feedback; filtering theory; infinite horizon; linear systems; matrix algebra; observers; reduced order systems; singular optimal control; time-varying systems; H∞ singular output feedback problem; feedthrough matrix; linear time-varying systems; reduced-order observer; reduced-order solutions; singular H∞ filtering problem; Control systems; Controllability; Differential equations; Digital filters; Filtering; Nonlinear filters; Output feedback; Riccati equations; Time varying systems; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2002.808478
