ℋ∞ Filter Design with Minimum Entropy for Continuous-Time Linear Systems
We deal with the design problem of minimum entropy ℋ∞ filter in terms of linear matrix inequality (LMI) approach for linear continuous-time systems with a state-space model subject to parameter uncertainty that belongs to a given convex bounded polyhedral domain. Given a stable uncertain linear syst...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2013-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2013/579137 |
| Summary: | We deal with the design problem of minimum entropy ℋ∞ filter in terms of linear matrix inequality (LMI) approach for linear continuous-time systems with a state-space model subject to parameter uncertainty that belongs to a given convex bounded polyhedral domain. Given a stable uncertain linear system, our attention is focused on the design of full-order and reduced-order robust minimum entropy ℋ∞ filters, which guarantee the filtering error system to be asymptotically stable and are required to minimize the filtering error system entropy (at s0=∞) and to satisfy a prescribed ℋ∞ disturbance attenuation performance. Sufficient conditions for the existence of desired full-order and reduced-order filters are established in terms of LMIs, respectively, and the corresponding filter synthesis is cast into a convex optimization problem which can be efficiently handled by using standard numerical software. Finally, an illustrative example is provided to show the usefulness and effectiveness of the proposed design method. |
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| ISSN: | 1024-123X 1563-5147 |