Title :
A comparison between H∞ and colored noise filtering of fixed order
Author :
Jalali, Ali A. ; Kim, Hansil ; Sims, Craig S.
Author_Institution :
Dept. of Electr. Eng., Iran Univ. of Sci. & Technol., Tehran, Iran
fDate :
29 June-1 July 1994
Abstract :
In this paper we consider the problem of reduced-order filtering with colored noise for both continuous and discrete-time systems. The results are compared with the H∞ reduced-order case where the measurement noise and process noise have bounded energies. It is shown that if the spectral knowledge of the measurement noise is not available, the reduced-order H∞ result might be considered as an option.
Keywords :
H∞ optimisation; filtering theory; noise; reduced order systems; H∞ filtering; colored noise filtering; continuous systems; discrete-time systems; fixed-order filtering; measurement noise; reduced-order filtering; Colored noise; Energy measurement; Filtering; Filters; Noise measurement; Noise reduction; Q measurement; State estimation; Time measurement; White noise;
Conference_Titel :
American Control Conference, 1994
Print_ISBN :
0-7803-1783-1
DOI :
10.1109/ACC.1994.752403
