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Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/3152

Title: Mixed H2/H∞ filtering for uncertain systems with regional pole assignment
Authors: Yang, F
Wang, Z
Hung, Y
Shu, H
Keywords: Kalman filters; Continuous time filters; Filtering theory
Publication Date: 2005
Publisher: IEEE
Citation: IEEE Transactions on Aerospace and Electronic Systems, 41(2): 438 - 448
Abstract: The mixed H2/H∞ filtering problem for uncertain linear continuous-time systems with regional pole assignment is considered. The purpose of the problem is to design an uncertainty-independent filter such that, for all admissible parameter uncertainties, the following filtering requirements are simultaneously satisfied: 1) the filtering process is asymptotically stable; 2) the poles of the filtering matrix are located inside a prescribed region that compasses the vertical strips, horizontal strips, disks, or conic sectors; 3) both the H2 norm and the H∞ norm on the respective transfer functions are not more than the specified upper bound constraints. We establish a general framework to solve the addressed multiobjective filtering problem completely. In particular, we derive necessary and sufficient conditions for the solvability of the problem in terms of a set of feasible linear matrix inequalities (LMIs). An illustrative example is given to illustrate the design procedures and performances of the proposed method.
Description: Copyright [2005] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
URI: http://bura.brunel.ac.uk/handle/2438/3152
ISSN: 0018-9251
Appears in Collections:Information Systems and Computing
School of Information Systems, Computing and Mathematics Research Papers

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