Title :
Robust H∞ FIR filter for discrete-time uncertain systems
Author :
Kwon, Oh-Kyu ; de Souza, Carlos E. ; Ryu, Hee-Seob
Author_Institution :
Dept. of Electr. Eng., Inha Univ., Inchon, South Korea
Abstract :
A robust H∞ filter with FIR (finite impulse response) structure is proposed for linear discrete time-varying uncertain systems represented by the state-space model having parameter uncertainty. Firstly, when there is no parameter uncertainty in the system, the discrete-time H∞ FIR filter is derived by using the equivalence relationship between the FIR filter and the recursive filter, which corresponds to the standard H∞ filter. Secondly, when the system has the parameter uncertainty, the robust H∞ FIR filter is proposed for the discrete-time linear uncertain system. It is also derived from the equivalence relationship between the robust H∞ FIR filter and the robust H∞ filter proposed by de Souza and Xie (1994) and Xie et al. (1991) for discrete-time systems. Estimation performance of the discrete-time H∞ FIR filters proposed is compared with two other techniques, Kalman filter and the robust H∞ filter, via some simulations to exemplify the performance superiority of the proposed method over other techniques
Keywords :
FIR filters; discrete time systems; filtering theory; linear systems; recursive filters; state-space methods; time-varying systems; uncertain systems; FIR filter; discrete-time systems; equivalence relationship; linear discrete time-varying uncertain systems; parameter uncertainty; recursive filter; robust H∞ FIR filter; standard H∞ filter; state-space model; Filtering; Finite impulse response filter; Infinite horizon; Nonlinear filters; Riccati equations; Robust stability; Robustness; Signal processing; Time varying systems; Uncertain systems;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.577697
