An LMI approach to periodic discrete-time unbiased filtering

Authors
Bittanti, S Cuzzola, FA
Citation
S. Bittanti et Fa. Cuzzola, An LMI approach to periodic discrete-time unbiased filtering, SYST CONTR, 42(1), 2001, pp. 21-35
Citations number
37
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
SYSTEMS & CONTROL LETTERS
ISSN journal
01676911 → ACNP
Volume
42
Issue
1
Year of publication
2001
Pages
21 - 35
Database
ISI
SICI code
0167-6911(20010115)42:1<21:ALATPD>2.0.ZU;2-Q
Abstract
The problem of unbiased filtering for a discrete-time linear periodic syste m is faced by means of linear matrix inequality techniques. As leading case , we derive the synthesis conditions to obtain an unbiased filter and an un biased fixed-lag smoother enforcing a bound on the H-infinity performance o n the error dynamics. (C) 2001 Elsevier Science B.V. All rights reserved.