TY - GEN
T1 - H∞ filter design for discrete-time linear systems with sector-bounded nonlinearities
T2 - 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009
AU - Shen, Mouquan
AU - Wang, Mingshun
AU - Yang, Guang Hong
PY - 2009
Y1 - 2009
N2 - This paper concerns the problem of full-order and reduced-order H ∞ filter design for discrete-time system with sector-bounded nonlinearities. The purpose of this paper is to design full-order and reduced-order filter with the same nonlinearity such that the filtering error system is asymptotically stable and has a guaranteed H∞ performance. By using slack variable technique, sufficient conditions are obtained for the existence of admissible filters. Moreover, in order to overcome the non-convex constraint for reduced-order H∞ filter design, by converting the structural constraint on the Lyapunov matrix to the constraint on the slack variables, the admissible filter can be obtained from the solution of convex optimization problem in terms of linear matrix inequality, which can be solved via efficient interior-point algorithms. Numerical example is presented to illustrate the effectiveness of the proposed methods.
AB - This paper concerns the problem of full-order and reduced-order H ∞ filter design for discrete-time system with sector-bounded nonlinearities. The purpose of this paper is to design full-order and reduced-order filter with the same nonlinearity such that the filtering error system is asymptotically stable and has a guaranteed H∞ performance. By using slack variable technique, sufficient conditions are obtained for the existence of admissible filters. Moreover, in order to overcome the non-convex constraint for reduced-order H∞ filter design, by converting the structural constraint on the Lyapunov matrix to the constraint on the slack variables, the admissible filter can be obtained from the solution of convex optimization problem in terms of linear matrix inequality, which can be solved via efficient interior-point algorithms. Numerical example is presented to illustrate the effectiveness of the proposed methods.
UR - http://www.scopus.com/inward/record.url?scp=77950796184&partnerID=8YFLogxK
U2 - 10.1109/CDC.2009.5400663
DO - 10.1109/CDC.2009.5400663
M3 - 会议稿件
AN - SCOPUS:77950796184
SN - 9781424438716
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 1291
EP - 1296
BT - Proceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009
PB - Institute of Electrical and Electronics Engineers Inc.
Y2 - 15 December 2009 through 18 December 2009
ER -