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Article: Model-matching approach to H∞ filtering

TitleModel-matching approach to H∞ filtering
Authors
Issue Date1993
Citation
Iee Proceedings D: Control Theory And Applications, 1993, v. 140 n. 2, p. 133-139 How to Cite?
AbstractThe H∞ filtering problem of state estimation for LTI systems is considered. The LTI system is driven at its input and corrupted at its output by processes with known energy bounds (but unknown spectral densities), and state estimates are sought such that the energy of the estimation error is minimised. The H∞ filtering problem is formulated as a model-matching problem emulated as a model-matching pro and is solved using a state-space based algebraic approach. A characterisation for a family of H∞ filters is obtained in the form of linear fractional transformation. It is shown that the H∞ filter generalises the Kalman filter and a condition is given under which the H∞ filter reduces to the Kalman filter. A derivation for minimum-entropy H∞ filter is given.
Persistent Identifierhttp://hdl.handle.net/10722/154978
ISSN

 

DC FieldValueLanguage
dc.contributor.authorHung, YSen_US
dc.date.accessioned2012-08-08T08:31:22Z-
dc.date.available2012-08-08T08:31:22Z-
dc.date.issued1993en_US
dc.identifier.citationIee Proceedings D: Control Theory And Applications, 1993, v. 140 n. 2, p. 133-139en_US
dc.identifier.issn0143-7054en_US
dc.identifier.urihttp://hdl.handle.net/10722/154978-
dc.description.abstractThe H∞ filtering problem of state estimation for LTI systems is considered. The LTI system is driven at its input and corrupted at its output by processes with known energy bounds (but unknown spectral densities), and state estimates are sought such that the energy of the estimation error is minimised. The H∞ filtering problem is formulated as a model-matching problem emulated as a model-matching pro and is solved using a state-space based algebraic approach. A characterisation for a family of H∞ filters is obtained in the form of linear fractional transformation. It is shown that the H∞ filter generalises the Kalman filter and a condition is given under which the H∞ filter reduces to the Kalman filter. A derivation for minimum-entropy H∞ filter is given.en_US
dc.languageengen_US
dc.relation.ispartofIEE Proceedings D: Control Theory and Applicationsen_US
dc.titleModel-matching approach to H∞ filteringen_US
dc.typeArticleen_US
dc.identifier.emailHung, YS:yshung@eee.hku.hken_US
dc.identifier.authorityHung, YS=rp00220en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.scopuseid_2-s2.0-0027557336en_US
dc.identifier.volume140en_US
dc.identifier.issue2en_US
dc.identifier.spage133en_US
dc.identifier.epage139en_US
dc.identifier.scopusauthoridHung, YS=8091656200en_US

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