Finite-Time H∞ Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations
This paper is concerned with the finite-time H∞ filtering problem for linear continuous time-varying systems with uncertain observations and ℒ2-norm bounded noise. The design of finite-time H∞ filter is equivalent to the problem that a certain indefinite quadratic form has a minimum and the filter i...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2012/710904 |
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| _version_ | 1849308148343504896 |
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| author | Huihong Zhao Chenghui Zhang |
| author_facet | Huihong Zhao Chenghui Zhang |
| author_sort | Huihong Zhao |
| collection | DOAJ |
| description | This paper is concerned with the finite-time H∞ filtering problem for linear continuous time-varying systems with uncertain observations and ℒ2-norm bounded noise. The design of finite-time H∞ filter is equivalent to the problem that a certain indefinite quadratic form has a minimum and the filter is such that the minimum is positive. The quadratic form is related to a Krein state-space model according to the Krein space linear estimation theory. By using the projection theory in Krein space, the finite-time H∞ filtering problem is solved. A numerical example is given to illustrate the performance of the H∞ filter. |
| format | Article |
| id | doaj-art-1448268c7c4242e7ba8ce3d8e08d7ece |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2012-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-1448268c7c4242e7ba8ce3d8e08d7ece2025-08-20T03:54:33ZengWileyJournal of Applied Mathematics1110-757X1687-00422012-01-01201210.1155/2012/710904710904Finite-Time H∞ Filtering for Linear Continuous Time-Varying Systems with Uncertain ObservationsHuihong Zhao0Chenghui Zhang1Department of Electromechanical Engineering, Dezhou University, No. 566 University Road West, Dezhou 253023, ChinaSchool of Control Science and Engineering, Shandong University, 17923 Jingshi Road, Jinan 250061, ChinaThis paper is concerned with the finite-time H∞ filtering problem for linear continuous time-varying systems with uncertain observations and ℒ2-norm bounded noise. The design of finite-time H∞ filter is equivalent to the problem that a certain indefinite quadratic form has a minimum and the filter is such that the minimum is positive. The quadratic form is related to a Krein state-space model according to the Krein space linear estimation theory. By using the projection theory in Krein space, the finite-time H∞ filtering problem is solved. A numerical example is given to illustrate the performance of the H∞ filter.http://dx.doi.org/10.1155/2012/710904 |
| spellingShingle | Huihong Zhao Chenghui Zhang Finite-Time H∞ Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations Journal of Applied Mathematics |
| title | Finite-Time H∞ Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations |
| title_full | Finite-Time H∞ Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations |
| title_fullStr | Finite-Time H∞ Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations |
| title_full_unstemmed | Finite-Time H∞ Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations |
| title_short | Finite-Time H∞ Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations |
| title_sort | finite time h∞ filtering for linear continuous time varying systems with uncertain observations |
| url | http://dx.doi.org/10.1155/2012/710904 |
| work_keys_str_mv | AT huihongzhao finitetimehfilteringforlinearcontinuoustimevaryingsystemswithuncertainobservations AT chenghuizhang finitetimehfilteringforlinearcontinuoustimevaryingsystemswithuncertainobservations |