Optimal unbiased filtering via linear matrix inequalities

✍ Scribed by James T. Watson; Jr; Karolos M. Grigoriadis

• Book ID: 104301189
• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 148 KB
• Volume: 35
• Category: Article
• ISSN: 0167-6911
• DOI: 10.1016/s0167-6911(98)00042-5

✦ Synopsis

Solutions to the optimal H∞ and L2 -L∞ unbiased reduced-order ÿltering problems are obtained in terms of linear matrix inequalities (LMIs). The order of the optimal ÿlter is equal to the number of measurements. Both continuous-and discretetime results are presented. An explicit parametrization of all optimal unbiased ÿlters is provided in terms of a free contractive matrix.