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Type: Artigo de periódico
Title: Joint optimal design of digital filters and state-space realizations
Author: Geromel, JC
Borges, RA
Abstract: In this brief, a procedure for digital filters design is presented. The main purpose is to show that a digital filter and its realization can be simultaneously determined such as to minimize an upper bound of the H-2 norm of the estimation error and impose a certain degree of robustness against practical uncertainties as for instance, finite word length implementation, roundoff errors, and numerical precision. The optimal filter and its state-space realization are jointly determined from the solution of a convex programming problem expressed in terms of linear matrix inequalities. A simple illustrative example is presented for comparison purposes making clear the advantages of the reported results.
Subject: digital filters
Kalman filters
Country: EUA
Editor: Ieee-inst Electrical Electronics Engineers Inc
Rights: fechado
Identifier DOI: 10.1109/TCSII.2006.885398
Date Issue: 2006
Appears in Collections:Unicamp - Artigos e Outros Documentos

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