• DocumentCode
    313776
  • Title

    Optimal unbiased filtering via linear matrix inequalities

  • Author

    Watson, James T., Jr. ; Grigoriadis, Karolos M.

  • Author_Institution
    Dept. of Mech. Eng., Houston Univ., TX, USA
  • Volume
    5
  • fYear
    1997
  • fDate
    4-6 Jun 1997
  • Firstpage
    2825
  • Abstract
    Solutions to the optimal H∞ and L2-L ∞ unbiased reduced-order filtering problems are obtained in terms of linear matrix inequalities (LMIs). The order of the optimal filter is equal to the number of measurements. Both continuous-time and discrete-time results are presented. An explicit parametrization of all optimal unbiased filters is provided in terms of a free contractive matrix
  • Keywords
    H∞ optimisation; continuous time systems; discrete time systems; filtering theory; matrix algebra; continuous-time systems; discrete-time systems; free contractive matrix; linear matrix inequality; optimal filter; parametrization; reduced-order filtering; unbiased filtering; Density measurement; Filtering; Kalman filters; Linear matrix inequalities; Matrix decomposition; Mechanical engineering; Noise measurement; Nonlinear filters; Singular value decomposition; State estimation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1997. Proceedings of the 1997
  • Conference_Location
    Albuquerque, NM
  • ISSN
    0743-1619
  • Print_ISBN
    0-7803-3832-4
  • Type

    conf

  • DOI
    10.1109/ACC.1997.611971
  • Filename
    611971
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=313776