Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/81614
Type: Artigo de periódico
Title: Optimal filtering schemes for linear discrete-time systems: a linear matrix inequality approach
Author: Palhares, RM
Peres, PLD
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.
Country: Inglaterra
Editor: Taylor & Francis Ltd
Rights: fechado
Identifier DOI: 10.1080/00207729808929550
Date Issue: 1998
Appears in Collections:Unicamp - Artigos e Outros Documentos

Files in This Item:
File Description SizeFormat 
WOS000074168400007.pdf341.51 kBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.