NDLI: Optimal, worst case filter design via convex optimization

Content Provider	IEEE Xplore Digital Library
Author	Kunpeng Sun Packard, A.
Copyright Year	2003
Description	Author affiliation: Dept. of Mech. Eng., California Univ., Berkeley, CA, USA (Kunpeng Sun; Packard, A.)
Abstract	We propose a convex optimization method for optimal robust linear filter design. This is based on the observation that the design problem, which is infinite dimensional, is convex in the filter. It is shown that finite dimensional relaxations can be used to get arbitrary close to the optimal solution. The design procedure constitutes successive finite dimensional approximations, involving worst case analysis to get converging upper and lower bounds. Our approach differs from standard robust filtering techniques. Usually, these minimize a specific choice of upper bound of the . The choice is usually well-motivated, but partially made for computational simplicity. The computational demands put forth in this paper are much larger.
Sponsorship	Honeywell Lab. Xerox Nat. Instruments Math Works
Starting Page	1380
Ending Page	1385
File Size	408232
Page Count	6
File Format	PDF
ISBN	0780379241
ISSN	01912216
DOI	10.1109/CDC.2003.1272802
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2003-12-09
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Computer aided software engineering Design optimization Nonlinear filters Robustness Filtering Upper bound Uncertainty Algorithm design and analysis Sun Mechanical engineering
Content Type	Text
Resource Type	Article

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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