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Title

A simple design method of H∞ reduced-order filters for stochastic systems

Author(s)

Duan, Zhisheng;  Zhang, Jingxin;  Zhang, Cishen;  Mosca, Edoardo

Abstract

This paper is concerned with reduced-order infin filtering of stochastic systems. Based on linear matrix inequality (LMI) technique, a new design method is proposed for the reduced-order filtering of stochastic linear systems. The method is derived from decomposing the key matrix in LMIs which determines the order of designed filters. Different from the existing methods, the proposed method first minimizes the upper bound of the key matrix and then eliminates its near-zero eigenvalues, which results in a simpler, more direct and reliable design procedure. The method is applicable to both continuous and discrete time stochastic systems. Its effectiveness is illustrated by an example

Publication type

Conference paper

Source

Proceedings of 'Circuits and Systems: at Crossroads of Life and Technology', the IEEE International Symposium on Circuits and Systems (ISCAS 2006), Island of Kos, Greece, 21-24 May 2006, pp. 2497-2500

Publication year

2006

FOR Code(s)

1006 Computer Hardware

Keyword(s)

Continuous time filters;  Continuous time systems;  Discrete time filters;  Discrete time systems;  Eigenvalues;  Eigenvalues and eigenfunctions;  systems;  control;  Linear matrix inequalities;  Linear matrix inequality technique;  Linear systems;  Reduced order systems;  Reduced-order filtering;  Stochastic systems

Publisher

IEEE

ISBN

9780780393899, 0780393899

Publisher URL

http://dx.doi.org/10.1109/ISCAS.2006.1693130

Copyright

Copyright © 2006 IEEE. The published version of the paper is reproduced here in accordance with the copyright policy of the publisher. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.

Full text

Peer reviewed