H-infinity filtering via convex optimization
SCIE
SCOPUS
- Title
- H-infinity filtering via convex optimization
- Authors
- Park, P; Kailath, T
- Date Issued
- 1997-01-10
- Publisher
- TAYLOR & FRANCIS LTD
- Abstract
- This paper reformulates the suboptimal (or level-gamma) H-infinity filtering problem into a Linear Matrix Inequality (LMI) problem by applying a bounded real lemma to the closed-loop transfer function. This formulation not only provides the condition of solvability but also constructs the suboptimal H-infinity filter. This formulation furthermore allows one to solve the 'epsilon-optimal' H-infinity filtering problem via convex optimization techniques, where the 'epsilon-optimality' implies that the H-infinity-norm of the resulting closed-loop transfer function is greater than or equal to the infimum, say gamma(inf) of the H-infinity-norms of all possible closed-loop transfer functions, but is less than or equal to epsilon + gamma(inf) for an extremely small positive number epsilon, which will depend on the accuracy of the algorithms and the precision of a computer.
- URI
- https://oasis.postech.ac.kr/handle/2014.oak/21392
- DOI
- 10.1080/002071797224793
- ISSN
- 0020-7179
- Article Type
- Article
- Citation
- INTERNATIONAL JOURNAL OF CONTROL, vol. 66, no. 1, page. 15 - 22, 1997-01-10
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