Optimal unbiased filtering via linear matrix inequalities

DOI10.1016/S0167-6911(98)00042-5zbMath0909.93069OpenAlexW2113505565MaRDI QIDQ1274883

James T. jun. Watson, Grigoriadis, Karolos M.

Publication date: 12 January 1999

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(98)00042-5

zbMATH Keywords

linear matrix inequalitiesreduced-order filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear inequalities of matrices (15A39) System structure simplification (93B11)

Related Items (20)

Unbiased \(H_\infty \) filtering for neutral Markov jump systems ⋮ Robust \(\mathcal H_{\infty}\) reduced order filtering for uncertain bilinear systems ⋮ Optimal discrete-time unbiased filtering for systems with unknown inputs ⋮ A new polytopic approach for the unknown input functional observer design ⋮ A decoupled approach to filter design for stochastic systems ⋮ Sets of generalized \(\mathcal H_2\) exponential stability criteria for switched multilayer dynamic neural networks ⋮ \(\mathcal L_{2}-\mathcal L_{\infty }\) nonlinear system identification via recurrent neural networks ⋮ Observers design for a class of nonlinear singular systems ⋮ New unbiased H infinity functional filters designs for discrete‐time linear systems ⋮ An LMI approach to periodic discrete-time unbiased filtering ⋮ Explicit formulas for LMI-based \(H_2\) filtering and deconvolution ⋮ Robust reduced order unbiased filtering for uncertain systems ⋮ Reduced-order \(H_{\infty}\) filtering for linear systems with Markovian jump parameters ⋮ Design of sliding observers for Lipschitz nonlinear system using a new time-averaged Lyapunov function ⋮ Continuous-time periodic \(H_\infty\) filtering via LMI ⋮ Optimal unbiased reduced order filtering for discrete-time descriptor systems via LMI ⋮ \(H_\infty\) observers design for a class of continuous time nonlinear singular systems ⋮ A system decomposition approach to the design of functional observers ⋮ From Model-Based to Data-Driven Filter Design ⋮ H_∞filter design for a class of nonlinear discrete-time singular systems

Uses Software

• LMI toolbox

Cites Work

• Unnamed Item
• All controllers for the general \({\mathcal H}_ \infty\) control problem: LMI existence conditions and state space formulas
• Fixed-order robust filtering for linear uncertain systems
• The generalized \(H_ 2\) control problem
• Reduced-order estimation Part 1. Filtering
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Convolution and Hankel operator norms for linear systems
• Filtering and smoothing in an H/sup infinity / setting
• A frequency domain approach to the problems of H/sub infinity /-minimum error state estimation and deconvolution
• A linear matrix inequality approach to H_∞ control
• Linear Matrix Inequalities in System and Control Theory
• Innovation approach to reduced-order estimation of complementary states.

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