Title :
H2/H∞ optimal filter design for linear discrete-time systems
Author :
Yu, Li ; Xu, Jing-Ming ; Xu, Chi
Author_Institution :
Dept. of Autom., Zhejiang Univ. of Technol., Hangzhou, China
Abstract :
This paper deals with the optimal filtering problem of discrete-time systems, the objective is to find a filter such that an upper bound on the H2 norm criterion of the estimation error is minimized while a prescribed noise attenuation level is guaranteed. A procedure to designing the optimal H2/H∞ filter is presented by formulating and solving a certain convex optimization problem with linear matrix inequality constraints.
Keywords :
H∞ control; convex programming; discrete time systems; error analysis; filtering theory; linear matrix inequalities; linear systems; H2/H∞ optimal filter design; convex optimization problem; error estimation; linear discrete-time systems; linear matrix inequality constraints; noise attenuation level; Attenuation; Automation; Estimation error; Filtering; Linear matrix inequalities; Noise level; Nonlinear filters; Optical wavelength conversion; Paper technology; Upper bound;
Conference_Titel :
Intelligent Control and Automation, 2004. WCICA 2004. Fifth World Congress on
Print_ISBN :
0-7803-8273-0
DOI :
10.1109/WCICA.2004.1340921
