A solution to anisotropic suboptimal filtering problem by convex optimization

DOI10.1134/S1064562412030362zbMath1251.93128MaRDI QIDQ1761048

A. P. Kurdyukov, M. M. Tchaikovsky, Victor N. Timin

Publication date: 15 November 2012

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

Gaussian white noiserobust filtering\(H_\infty\) normrandom disturbancesestimator performancelinear discrete time invariant systemmean anisotropy functional

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Convex programming (90C25) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)

Related Items (9)

Suboptimal anisotropic filtering in a finite horizon ⋮ Numerical procedures for anisotropic analysis of time-invariant systems and synthesis of suboptimal anisotropic controllers and filters ⋮ The sensor network estimation with dropouts: anisotropy-based approach ⋮ Anisotropy-based multicriteria time-varying filtering on finite horizon ⋮ Anisotropy-based suboptimal filtering for the linear discrete time-invariant systems ⋮ Multichannel synthesis problems for anisotropic control ⋮ In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories ⋮ Conditions of anisotropic norm boundedness for descriptor systems ⋮ Anisotropy-based approach to communication tuning for a time-varying sensor network system

Cites Work

• Unnamed Item
• Strict anisotropic norm bounded real lemma in terms of matrix inequalities
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems

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