Optimal unbiased reduced order filtering for discrete-time descriptor systems via LMI

In this paper, the reduced order unbiased optimal H ∞ filtering problem for discrete-time descriptor linear systems is considered. Necessary and sufficient conditions for the existence of unbiased causal time invariant filters are obtained. Solutions of the filtering problems are given in terms of l...

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Veröffentlicht in:Systems & control letters 2009-06, Vol.58 (6), p.436-444
Hauptverfasser: Darouach, M., Zasadzinski, M.
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description In this paper, the reduced order unbiased optimal H ∞ filtering problem for discrete-time descriptor linear systems is considered. Necessary and sufficient conditions for the existence of unbiased causal time invariant filters are obtained. Solutions of the filtering problems are given in terms of linear matrix inequalities (LMIs). Parametrization of all optimal causal unbiased filters is provided. The proposed method generalizes the existing results in the standard case.
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subjects Applied sciences
Automatic
Computer science
control theory
systems
Control system analysis
Control theory. Systems
Descriptor systems
Engineering Sciences
Exact sciences and technology
LMI
Modelling and identification
Reduced order filter
Unbiased filtering
title Optimal unbiased reduced order filtering for discrete-time descriptor systems via LMI
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