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Reduced order H ∞ filter design for discrete time‐variant systems
Author(s) -
Yu Xianggang,
Hsu Chin S.
Publication year - 1997
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/(sici)1099-1239(199708)7:8<797::aid-rnc243>3.0.co;2-s
Subject(s) - filter design , control theory (sociology) , filter (signal processing) , a priori and a posteriori , mathematics , discrete time and continuous time , observer (physics) , bounded function , lti system theory , nonlinear filter , computer science , linear system , statistics , mathematical analysis , control (management) , artificial intelligence , computer vision , philosophy , physics , epistemology , quantum mechanics
This paper addresses the reduced‐order H ∞ filter design for linear time varying discrete‐time systems in which all measurements are not noise‐free. The proposed filter has a Luenberger observer structure and its order is n ‐ p , where n and p are the order of signal systems and the number of measurements, respectively. Several bounded real lemmas are developed and they are the only tools used to establish the reduced‐order filter design in this paper. It is shown that the full order a priori and a posteriori filters can be obtained by properly choosing the filter order and parameters based on the reduced‐order filter design results. The resultant filters are the same as the known full‐order optimal H ∞ filters for time‐invariant systems. © 1997 John Wiley & Sons, Ltd.