Title :
Suboptimal anisotropy-based/ℋ∞ filtering for LDTI systems with nonzero-mean input
Author :
Timin, Victor N. ; Kustov, Arkadiy Yu
Author_Institution :
Lab. of Dynamics & Control Syst., Inst. of Control Sci., Moscow, Russia
Abstract :
In this paper, the anisotropy-based/ℋ∞ suboptimal filtering problem for linear discrete time-invariant (LDTI) system with nonzero-mean stochastic input is considered. The original problem is reduced to the optimization problem with convex restrictions. The solution is based on the sufficient condition for boundedness of the anisotropic norm.
Keywords :
H∞ control; convex programming; discrete time systems; linear systems; stochastic systems; LDTI systems; anisotropic norm boundedness; convex restrictions; linear discrete time-invariant system; nonzero-mean stochastic input; optimization problem; suboptimal anisotropy-based H∞ filtering; sufficient condition; Anisotropic magnetoresistance; Control systems; Estimation; Kalman filters; Linear matrix inequalities; Robustness;
Conference_Titel :
Process Control (PC), 2015 20th International Conference on
Conference_Location :
Strbske Pleso
DOI :
10.1109/PC.2015.7169953
