• 제목/요약/키워드: $H^{\infty}$ filter

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부정 내적 공간에서의 $H^\infty$필터의 일반화를 통한 분산 $H^\infty$상태 추정기의 설계 (Design of decentralized $H^\infty$ state estimator using the generalization of $H^\infty$ filter in indefinite inner product spaces)

  • 김경근;진승희;최윤호;박진배
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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    • pp.1464-1468
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    • 1997
  • We propose a decentralized state estimation method in the multisensor state estimation problem. The proposed method bounds teh maximum energy gain from uknown external disturbances to the estimation errors in the suboptimal case. And we formulate aternative H/sip .inf./ filter gain equatiions with teh idea that the suboptimal H.$^{\infty}$ filter is the special form of Kalman filter filter whose state equations are defined in indefinite inner product spaces. Using alternative filter gain equations we design the decentralized $H^{\infty}$ state estimator which is composed of local filters and central fusion filter that are suboptimal in the $H^{\infty}$ sense. In addition, the proposed update equations between global and local data can reduce unnecessary calculation burden efficently.y.

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Development of Continuous/Discrete Mixed $H_2$/H$\infty$ Filtering Design Algorithms for Time Delay Systems

  • Kim, Jong-Hae
    • Transactions on Control, Automation and Systems Engineering
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    • 제2권3호
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    • pp.163-168
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    • 2000
  • The problems of mixed $H_2/H_{\infty}$ filtering design fer continuous and discrete time linear systems with time delay are investigated. The main purpose is to design a stable mixed $H_2/H_{\infty}$ filter which minimizes the H$_2$Performance measure satisfying a prescribed H$_{\infty}$ norm bound on the closed loop system in continuous-time case and discrete-time case, respectively. The sufficient conditions of existence of filter, the mixed $H_2/H_{\infty}$ filter design method, and the upper bound of performance measure are proposed by LMI(linear matrix inequality) techniques in terms of all finding variables. Also, we present optimization problems in order to get the optimal mixed $H_2/H_{\infty}$ filter in continuous and discrete time case, respectively.

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이산형 $H_{\infty}$ 필터를 이용한 고정밀 GPS 모듈의 개발 (The Development of Accurate GPS Module Using Discrete-Time $H_{\infty}$ Filter)

  • 윈황휴;윈필롱;이상훈;박옥득;김현수;김한실
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2006년 학술대회 논문집 정보 및 제어부문
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    • pp.351-353
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    • 2006
  • In this paper, we present the traditional GPS Position- Velocity (PV) model to apply for both Discrete-Time Kalman Filter and Discrete-Time $H_{\infty}$ Filter. The positioning algorithms of both filters are proposed for a stand-alone low-cost GPS module to increase its accuracy. For disturbance cancellation, the Kalman Filter requires the statistical information about process and measurement noises while the $H_{\infty}$ Filter only requires that these noises are bounded. Experiments show that with the same measurement data, $H_{\infty}$ Filter gives us better positioning results compared with Least-Squared method and Kalman Filter.

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

  • Lee Young-Sam;Han Soo-Hee;Kwon Wook-Hyun
    • International Journal of Control, Automation, and Systems
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    • 제4권5호
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    • pp.645-652
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    • 2006
  • 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.

Robust Nonlinear H$\infty$ FIR Filtering for Time-Varying Systems

  • Ryu, Hee-Seob;Son, Won-Kee;Kwon, Oh-Kyu
    • Transactions on Control, Automation and Systems Engineering
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    • 제2권3호
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    • pp.175-181
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    • 2000
  • This paper investigates the robust nonlinear H$_{\infty}$ filter with FIR(Finite Impulse Response) structure for nonlinear discrete time-varying uncertain systems represented by the state-space model having parameter uncertainty. Firstly, when there is no parameter uncertainty in the system, the discrete-time nominal nonlinear H$_{\infty}$ FIR filter is derived by using the equivalence relationship between the FIR filter and the recursive filter, which corresponds to the standard nonlinear H$_{\infty}$ filter. Secondly, when the system has the parameter uncertainty, the robust nonlinear H$_{\infty}$ FIR filter is proposed for the discrete-time nonlinear uncertain systems.

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부정 내적 공간에서의$H^\infty$ 필터의 일반화를 통한 분산 $H^\infty$ 필터의 설계 (Design of Decentralized $H^\infty$ Filter using the Generalization of $H^\infty$ Filter in Indefinite Inner Product Spaces)

  • 김경근;진승희;윤태성;박진배
    • 대한전기학회논문지:전력기술부문A
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    • 제48권6호
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    • pp.735-746
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    • 1999
  • We design the robust and inherently fault tolerant decetralized$$H^infty$$ filter for the multisensor state estimation problem when there are insufficient priori informations on the statistical properties of external disturbances. For developing the proposed algorithm, an alternative form of suboptimal$$H^infty$$ filter equations are formulated by applying an alternative form of Kalman filter equations to the indefinite inner product space state model of suboptimal$$H^infty$$ filtering problems. The decentralized$$H^infty$$ filter that consists of local and central fusion filters can be designed effciently using the proposed alternative$$H^infty$$ filiter gain equations. The proposed decentralized$$H^infty$$ filter is robust against un-known external disturbances since it bounds the maximum energy gain from the external disturbances to the estimation errors under the prescribed level$$r^2$$ in both local and central fusion filters and is also fault tolerant due to its inherent redundancy. In addition, the central fusion equations between the global and local data can reduce the unnecessary calculation burden effectively. Computer simulations are made to ceritfy the robustness and fault tolerance of the proposed algorithm.

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이동로봇을 위한 $H_{\infty}$ 필터 기반의 강인한 동시 위치인식 및 지도작성 구현 기술 ($H_{\infty}$ Filter Based Robust Simultaneous Localization and Mapping for Mobile Robots)

  • 전서현;이건용;도낙주
    • 전자공학회논문지SC
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    • 제48권1호
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    • pp.55-60
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    • 2011
  • 이동로봇의 동시 위치인식 및 지도작성 (Simultaneous Localization And Mapping, SLAM) 에서 가장 기본이 되는 알고리즘은 확장 칼만 필터 SLAM(Extended Kalman Filter SLAM, EKF-SLAM)이다. 하지만 칼만 필터를 사용할 때, 시스템 설계자는 외부 입력에 대한 시스템적 특성과 외부 노이즈의 확률적 모델을 알고 있어야 하나, 실제 환경에서는 이를 정확히 파악할 수 없는 한계가 있다. 이에, 칼만 필터를 불확실성이 심한 실제 환경에 적용할 경우 내부 변수의 변화에 민감하게 반응하거나, 필터의 수학적 일관성이 지켜지지 않거나 또는 부정확한 상태 변수값을 추정하기도 한다. 이에 비해 $H_{\infty}$ 필터는 외부 모델에 대한 상세한 정보가 없을지라도 강인하게 상태를 예측할 수 있다는 장점을 가지고 있다. 본 논문에서는 이러한 $H_{\infty}$ 필터의 특성이 이용로봇의 SLAM 알고리즘의 성능 향상에 도움이 될 것이라는 아이디어에 착안하여 $H_{\infty}$ 필터에 가번한 SLAM 알고리즘을 제안하고 이를 모의 실험에 적용해 보았다. 이를 통해 불확실성이 큰 환경에서는 제안된 알고리즘이 기존의 EKF-SLAM에 비해 다소 우수한 예측 성능을 보임을 확인할 수 있었다.

보간법을 이용한 H_$\infty$상태 추정기 설계 (Design of H_$\infty$ state estimator using interpolation method)

  • 이금원
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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    • pp.1469-1472
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    • 1997
  • For system state estimation, existing LMS type esimators widely used. For example Kalman filter is one of them. In this paper, a state estimator is derived for the H$_{\infty}$ norm of the estimation error spectrum matrix to be minimized. For the solution of this problem classical NP interpolation problem is used. Also, by deriving the duality between the filter problem and the well-known H$_{\infty}$ control problem, another solution is obtained. The computer simuation results show that H$_{\infty}$ estimator has less estimation error and so this is better than the existing Kalman filter estimator.or.

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ROBUST $H_{\infty}$ FIR SAMPLED-DATA FILTERING

  • Ryu, Hee-Seob;Yoo, Kyung-Sang;Kwon, Oh-Kyu
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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    • pp.521-521
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    • 2000
  • This paper investigates the problem of robust H$_{\infty}$ filter with FIR(Finite Impulse Response) structure for linear continuous time-varying systems with sampled-data measurements. It is assumed that the system is subject to real time-varying uncertainty which is represented by the state-space model having parameter uncertainty. The robust H$_{\infty}$ FIR filter is proposed for the continuous-time linear parameter uncertain systems. It is also derived from the equivalence relationship between the robust linear H$_{\infty}$ FIR filter and the robust linear H$_{\infty}$ filter with sampled-data measurements.

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견실한 H$\infty$필터를 이용한 기동표적의 추적 (Tracking maneuvering target using robust H$\infty$filter)

  • 김준영;유경상;권오규
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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    • pp.426-429
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    • 1997
  • This paper proposes a robust H$_{\infty}$ tracking filter to improve the unacceptable target tracking performance for systems with parameter uncertainties. Also, we use here the input estimation approach to account for the possibility of maneuver. Simulation results show that the robust H$_{\infty}$ tracking filter which is proposed here to solve the systems with all system parameter uncertainties, has a good tracking performance for a maneuvering target tracking problem.m.

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