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Anisotropy-based suboptimal filtering for the linear discrete time-invariant systems.
- Source :
-
Automation & Remote Control . Nov2013, Vol. 74 Issue 11, p1773-1785. 13p. - Publication Year :
- 2013
-
Abstract
- Consideration was given to the problem of robust filtering for the finite-dimensional linear discrete time-invariant system with measured and estimated outputs. The system is exposed to a random disturbance with the imprecisely known probability distribution. In the information-theoretical terms, the stochastic uncertainty of the input disturbance is defined by the functional of mean anisotropy. The error of estimation was quantified by the anisotropy norm. A sufficient condition for an estimator to exist and ensure that the error is less than the given threshold value was derived in the form of a convex inequality on the determinant of a positive definite matrix and two linear matrix inequalities. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00051179
- Volume :
- 74
- Issue :
- 11
- Database :
- Academic Search Index
- Journal :
- Automation & Remote Control
- Publication Type :
- Academic Journal
- Accession number :
- 91907365
- Full Text :
- https://doi.org/10.1134/S0005117913110015