NDLI: Reduced-order H/sub /spl infin// and L/sub 2/-L/sub /spl infin// filtering via linear matrix inequalities

Content Provider	IEEE Xplore Digital Library
Author	Grigoriadis, K.M. Watson Jr., J.T.
Copyright Year	1965
Abstract	Necessary and sufficient conditions are derived for the existence of a solution to the continuous-time and discrete-time reduced-order H/sub /spl infin// and L/sub 2/-L/sub /spl infin// filtering problems. These conditions are expressed in terms of linear matrix inequalities (LMIs) and a coupling nonconvex matrix rank constraint. Convex LMI problems are obtained for the full-order and the zeroth-order filtering. An explicit parametrization of all reduced-order filters that correspond to a feasible solution is derived in terms of a contractive matrix, and iterative algorithms are proposed to solve the reduced-order filtering problems using alternating projections.
Starting Page	1326
Ending Page	1338
Page Count	13
File Size	1121755
File Format	PDF
ISSN	00189251
Volume Number	33
Issue Number	4
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1997-10-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Filtering Linear matrix inequalities Kalman filters Estimation error Riccati equations Transfer functions Nonlinear filters State estimation Iterative algorithms Mechanical engineering
Content Type	Text
Resource Type	Article
Subject	Electrical and Electronic Engineering Aerospace Engineering

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Reduced-order H/sub /spl infin// and L/sub 2/-L/sub /spl infin// filtering via linear matrix inequalities