Title :
Filter design with expected covariance and disk area constraint
Author_Institution :
Dept. of Autom. Control, North China Inst. of Technol., Taiyuan, China
Abstract :
A filter design problem for linear continuous stochastic systems with multiple indices is considered, such that the steady-state covariance of the filter is less than the expected steady-state covariance, and the poles of the filters is constrained to a given disk area. The design formula is proposed, and the method of computation is given
Keywords :
covariance analysis; filtering theory; linear systems; matrix algebra; poles and zeros; stochastic systems; disk area constraint; expected covariance; filter design; linear continuous stochastic systems; multiple indices; poles; steady-state covariance; Linear matrix inequalities; Nonlinear filters; Steady-state; Stochastic systems;
Conference_Titel :
Intelligent Control and Automation, 2000. Proceedings of the 3rd World Congress on
Conference_Location :
Hefei
Print_ISBN :
0-7803-5995-X
DOI :
10.1109/WCICA.2000.859924
