[ $H_2/H_{\infty}$ ] FIR Filters for Discrete-time State Space Models

  • Lee Young-Sam (School of Electrical Engineering, Inha University) ;
  • Han Soo-Hee (School of Electrical Engineering and Computer Science, Seoul National University) ;
  • Kwon Wook-Hyun (School of Electrical Engineering and Computer Science, Seoul National University)
  • Published : 2006.10.01

Abstract

In this paper a new type of filter, called the $H_2/H_{\infty}$ FIR filter, is proposed for discrete-time state space signal models. The proposed filter requires linearity, unbiased property, FIR structure, and independence of the initial state information in addition to the performance criteria in both $H_2$ and $H_{infty}$ sense. It is shown that $H_2,\;H_{\infty}$, and $H_2/H_{\infty}$ FIR filter design problems can be converted into convex programming problems via linear matrix inequalities (LMIs) with a linear equality constraint. Simulation studies illustrate that the proposed FIR filter is more robust against temporary uncertainties and has faster convergence than the conventional IIR filters.

Keywords

References

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