A solution to anisotropic suboptimal filtering problem by convex optimization

DOI10.1134/S1064562412030362MaRDI QIDQ1761048zbMATH OpenFDO

Authors M. M. Tchaikovsky, A. P. Kurdyukov, Victor N. Timin

Publication date 15 November 2012

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S1064562412030362

zbMATH Keywords

\(H_\infty\) normestimator performanceGaussian white noiselinear discrete time invariant systemmean anisotropy functionalrandom disturbancesrobust filtering

Mathematics Subject Classification ID

Convex programming (90C25) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11)

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Cites work

• scientific article; zbMATH DE number 1324395 (Why is no real title available?)
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Strict anisotropic norm bounded real lemma in terms of matrix inequalities

Cited in

(11)

• Numerical procedures for anisotropic analysis of time-invariant systems and synthesis of suboptimal anisotropic controllers and filters
• In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories
• Anisotropy-based approach to communication tuning for a time-varying sensor network system
• Suboptimal anisotropic filtering for linear discrete nonstationary systems with uncentered external disturbance
• Conditions of anisotropic norm boundedness for descriptor systems
• Suboptimal anisotropic filtering in a finite horizon
• Shaping filter design with a given mean anisotropy of output signals
• Anisotropy-based suboptimal filtering for the linear discrete time-invariant systems
• Multichannel synthesis problems for anisotropic control
• The sensor network estimation with dropouts: anisotropy-based approach
• Anisotropy-based multicriteria time-varying filtering on finite horizon

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