标题:H-infinity filtering for discrete time-varying systems with delayed measurements
作者:Wang, Haoqian; Dai, Qionghai; Zhang, Chenghui; Liu, Xiaodong
通讯作者:Wang, HQ
作者机构:[Wang, HQ; Dai, QH; Zhang, CH; Liu, XD]Tsing Hua Univ, Dept Automat, Beijing 100084, Peoples R China.;[Wang, HQ; Dai, QH; Zhang, CH; Liu, 更多
会议名称:3rd International Conference on Impulsive Dynamical Systems and Applications
会议日期:JUL 21-23, 2006
来源:DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS
出版年:2006
卷:13
页码:545-550
摘要:The problem of H-infinity filtering for linear discrete-time systems with delayed measurements is considered in this paper. By calculating certain inertia condition of an innovation matrix, a necessary and sufficient condition for the existence of a finite horizon H-infinity filter is derived. The innovation matrix is traditionally computed via a Riccati difference equation (RDE) of a augmented system which leads to computation expensive. By applying a novel reorganization innovation approach in Krein space, a simple calculation method of the innovation matrix can be derived. At last, the H-infinity filter which involves delayed measurements is given in terms of projection in Krein space by performing two RDEs of the same dimension as that of the original system.
收录类别:CPCI-S;SCIE
资源类型:会议论文
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