H2 robust filter design with performance certificate via convex programming
Automatica (Journal of IFAC)
H∞filter design for discrete-time system with lossy measurement: an LMI approach
CCDC'09 Proceedings of the 21st annual international conference on Chinese control and decision conference
IEEE Transactions on Fuzzy Systems
IEEE Transactions on Circuits and Systems II: Express Briefs
Brief paper: Stability and H2 objective characterizations in control: A comparative study
Automatica (Journal of IFAC)
Robust H2 and H∞ filtering for uncertain linear systems
Automatica (Journal of IFAC)
Filter design for LPV systems using quadratically parameter-dependent Lyapunov functions
Automatica (Journal of IFAC)
Improved robust H2 and H∞ filtering for uncertain discrete-time systems
Automatica (Journal of IFAC)
Hi-index | 35.70 |
This paper addresses several challenging problems of robust filtering. We derive new linear matrix inequality (LMI) characterizations of minimum variance or H2 performance and demonstrate that they allow the use of parameter-dependent Lyapunov functions while preserving tractability of the problem. The resulting conditions are less conservative than earlier techniques, which are restricted to fixed (not parameter-dependent) Lyapunov functions. The remainder of the paper discusses reduced-order filter problems. New LMI-based nonconvex optimization formulations are introduced for the existence of reduced-order filters, and several efficient optimization algorithms of local and global optimization are proposed. Nontrivial and less conservative relaxation techniques are presented as well. The viability and efficiency of the proposed approaches are then illustrated through computational experiments and comparisons with existing methods