TITLE

Anisotropy-based suboptimal filtering for the linear discrete time-invariant systems

AUTHOR(S)
Timin, V. N.
PUB. DATE
November 2013
SOURCE
Automation & Remote Control;Nov2013, Vol. 74 Issue 11, p1773
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
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.
ACCESSION #
91907365

 

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