• DocumentCode
    335462
  • 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
  • Volume
    2
  • fYear
    1994
  • fDate
    29 June-1 July 1994
  • Firstpage
    1896
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1994
  • Print_ISBN
    0-7803-1783-1
  • Type

    conf

  • DOI
    10.1109/ACC.1994.752403
  • Filename
    752403
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=335462