Title :
Reduced order H∞ filter design for time varying systems
Author :
Yu, Xianggang ; Hsu, Chin S.
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Washington State Univ., Pullman, WA, USA
Abstract :
This paper is concerned with the reduced-order H∞ filter design for linear time varying continuous systems in which all measurements are contaminated with noise (nonsingular case). The proposed filters have the Luenberger observer structure in a more general form and their order can be as low as n-p, where n and p are the order of signal systems and the number of measurements, respectively. Several bounded real lemmas are developed for the infinite-horizon and finite-horizon cases. They are the only tools used to establish the reduced-order filter design in this paper. It is shown that the full order filters in Nagpal and Khargonekar (1991) are special cases of the results presented in this paper
Keywords :
continuous time systems; filtering theory; linear systems; observers; reduced order systems; time-varying systems; Luenberger observer structure; finite-horizon; infinite-horizon; linear time varying continuous systems; nonsingular case; reduced order H∞ filter design; Computer science; Filtering theory; Information filtering; Information filters; Noise measurement; Nonlinear filters; Pollution measurement; State estimation; Time varying systems; Uncertainty;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411488
