非零均值输入LDTI系统的次优各向异性/ h∞滤波

2015 20th International Conference on Process Control (PC) Pub Date : 2015-07-30 DOI:10.1109/PC.2015.7169953

V. Timin, A. Kustov

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引用次数: 1

摘要

研究了具有非零均值随机输入的线性离散时不变(LDTI)系统的基于各向异性/ h∞次优滤波问题。将原问题简化为带凸约束的优化问题。求解基于各向异性范数有界的充分条件。

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Suboptimal anisotropy-based/ℋ∞ filtering for LDTI systems with nonzero-mean input

In this paper, the anisotropy-based/ℋ∞ suboptimal filtering problem for linear discrete time-invariant (LDTI) system with nonzero-mean stochastic input is considered. The original problem is reduced to the optimization problem with convex restrictions. The solution is based on the sufficient condition for boundedness of the anisotropic norm.

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2015 20th International Conference on Process Control (PC)

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