ℋ ∞ Filter Design with Minimum Entropy for Continuous-Time Linear Systems

Jie Zhang, Hamid Reza Karimi, Zhong Zheng, Ming Lyu and Yuming Bo

Mathematical Problems in Engineering, 2013, vol. 2013, 1-9

Abstract:

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 ) 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.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:579137

DOI: 10.1155/2013/579137

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