Title :
Reduced order H∞ filters for discrete linear systems
Abstract :
We address the issue of reduced order H∞ filters for linear time varying systems. We introduce a new class of reduced order H∞ filters distinguished from existing methods in two aspects. First, the design method results in filters with the structure of Luenberger observers. Next, the design procedure involves the solution of a nonlinear difference equation having special properties. Filter operation is demonstrated in simulated tracking of a manoeuvring target by a radar homing tactical missile
Keywords :
Riccati equations; difference equations; discrete time systems; filtering theory; linear systems; missiles; reduced order systems; target tracking; time-varying systems; H∞ filters; Luenberger observers; discrete time systems; linear systems; nonlinear difference equation; radar homing; reduced order; tactical missile; time varying systems; tracking; Difference equations; Estimation error; Hilbert space; Linear systems; Nonlinear filters; Riccati equations; Signal design; State estimation; Symmetric matrices; Time varying systems;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.652356
