Explicit formulas for LMI-based \(H_2\) filtering and deconvolution

DOI10.1016/S0005-1098(01)00077-2zbMath0988.93077OpenAlexW2073029620MaRDI QIDQ5947654

Francesco Alessandro Cuzzola, Augusto Ferrante

Publication date: 5 July 2002

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(01)00077-2

zbMATH Keywords

estimationlinear matrix inequalitiesfilteringdeconvolution\(H_2\) performance

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items

Robust output-feedback controller design via local BMI optimization, Robustly asymptotically stable finite-horizon MPC, Bayes and empirical Bayes semi-blind deconvolution using eigenfunctions of a prior covariance, \(H_\infty\) deconvolution filter design for uncertain linear discrete time-variant systems: a Krein space approach, Deconvolution filtering for stochastic systems via homogeneous polynomial Lyapunov functions, Game theory approach to state and input simultaneous estimation for discrete-time LTV systems, Optimal filtering with random sensor delay, multiple packet dropout and uncertain observations

Uses Software

• LMI toolbox

Cites Work

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• Matrix Analysis
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• Mixed H2/H∞ filtering
• H/sub ∞/ and H/sub 2/ design techniques for a class of prefilters
• An LMI approach to periodic discrete-time unbiased filtering