Please use this identifier to cite or link to this item:
|Type:||Artigo de periódico|
|Title:||Optimal filtering schemes for linear discrete-time systems: a linear matrix inequality approach|
|Abstract:||This paper deals with the optimal filtering problem constrained to input noise signal corrupting the measurement output for linear discrete-time systems. The transfer matrix H(2) and/or H(infinity) norms are used as criteria in an estimation error sense. First, the optimal H(2) filtering gain is obtained from the H(2) norm state-space definition. Then the attenuation of arbitrary input signals is considered in an H(infinity) setting. Using the discrete-time version of the bounded real lemma on the estimation error dynamics, a linear stable filter guaranteeing the optimal H(infinity) attenuation level is achieved. Finally, the mixed H(2)/H(infinity) filter problem is solved, yielding a compromise between the preceding filter designs. All these filter design problems are formulated in a new convex optimization framework using linear matrix inequalites. A numerical example is presented.|
|Editor:||Taylor & Francis Ltd|
|Citation:||International Journal Of Systems Science. Taylor & Francis Ltd, v. 29, n. 6, n. 587, n. 593, 1998.|
|Appears in Collections:||Unicamp - Artigos e Outros Documentos|
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.