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Distributed H 2 / H ∞ filtering over infinite horizon
Author(s) -
Chen Chunyu,
Dong Wenjie,
Djapic Vladimir
Publication year - 2018
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.2847
Subject(s) - computation , bounded function , observer (physics) , filter (signal processing) , control theory (sociology) , white noise , filtering problem , noise (video) , mathematics , computer science , power (physics) , filter design , algorithm , statistics , mathematical analysis , physics , control (management) , quantum mechanics , artificial intelligence , image (mathematics) , computer vision
Summary This paper studies distributed H 2 / H ∞ filtering problem with the aid of neighbors’ information. It is assumed that there are both bounded power uncertainty and stochastic white noise in the model of the considered system. A 2‐step design approach is proposed to calculate the observer gain and the coupling gain in the proposed observers. In order to reduce the computation load of solving coupled matrix equations, a simplified design procedure is also proposed. Simulation of 2 examples shows the effectiveness of the proposed filter design procedure.