Robust H/sub 2//H/sub ∞/ filtering for linear systems with error variance constraints
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Bibliographic record
Abstract
In this correspondence, we consider the robust H/sub 2//H/sub /spl infin// filtering problem for linear perturbed systems with steady-state error variance constraints. The purpose of this multiobjective problem is to design a linear filter that does not depend on the parameter perturbations such that the following three performance requirements are simultaneously satisfied. (1) The filtering process is asymptotically stable. (2) The steady-state variance of the estimation error of each state is not more than the individual prespecified value. (3) The transfer function from exogenous noise inputs to error state outputs meets the prespecified H/sub /spl infin// norm upper bound constraint. We show that in both continuous and discrete-time cases, the addressed filtering problem can effectively be solved in terms of the solutions of a couple of algebraic Riccati-like equations/inequalities. We present both the existence conditions and the explicit expression of desired robust filters. An illustrative numerical example is provided to demonstrate the flexibility of the proposed design approach.
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Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
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| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
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Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
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