• Title/Summary/Keyword: $H_{\infty}$ filter

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DISCRETE-TIME MIXED $H_2/H_{\infty}$ FILTER DESIGN USING THE LMI APPROACH

  • Ryu, Hee-Seob;Yoo, Kyung-Sang;Kwon, Oh-Kyu
    • 제어로봇시스템학회:학술대회논문집
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    • 1999.10a
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    • pp.129-132
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    • 1999
  • This paper deals with the optimal filtering problem constrained to input noise signal corrupting the measurement output for linear discrete-time systems. The transfer matrix H$_2$and/or H$_{\infty}$ norms are used as criteria in an estimation error sense. In this paper, the mixed $H_2/H_{\infty}$ filtering Problem in lineal discrete-time systems is solved using the LMI approach, yielding a compromise between the H$_2$and H$_{\infty}$ filter designs. This filter design problems we formulated in a convex optimization framework using linear matrix inequalities. A numerical example is presented.

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Design of a Mixed $H_2/H_{\infty}$ Filter Using Convex Optimization (컨벡스 최적화를 이용한 혼합 $H_2/H_{\infty}$ 필터의 설계)

  • Jin, Seung-Hee;Ra, Won-Sang;Yoon, Tae-Sung;Park, Jin-Bae;Choi, Yoon-Ho
    • Proceedings of the KIEE Conference
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    • 1998.07b
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    • pp.750-753
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    • 1998
  • This paper gives a simple parameterization of all stable unbiased filters to solve the suboptimal mixed $H_2/H_{\infty}$ filtering problem. Using the central filter, mixed $H_2/H_{\infty}$ filter is designed which minimizes the upper bound for the $H_2$ norm of the transfer matrix from a white noise to the estimation error subject to an $H_{\infty}$ norm constraint on the transfer matrix from an energy-bounded noise to the estimation error. The problem of finding suitable estimator gain can be converted into a convex optimization problem involving linear matrix inequalities.

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State-Space Representation of Complementary Filter and Design of GPS/INS Vertical Channel Damping Loop (보완 필터의 상태 공간 표현식 유도 및 GPS/INS 수직채널 감쇄 루프 설계)

  • Park, Hae-Rhee
    • Journal of Institute of Control, Robotics and Systems
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    • v.14 no.8
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    • pp.727-732
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    • 2008
  • In this paper, the state-space representation of generalized complimentary filter is proposed. Complementary filter has the suitable structure to merge information from sensors whose frequency regions are complementary. First, the basic concept and structure of complementary filter is introduced. And then the structure of the generalized filter and its state-space representation are proposed. The state-space representation of complementary filter is able to design the complementary filter by applying modern filtering techniques like Kalman filter and $H_{\infty}$ filter. To show the usability of the proposed state-space representation, the design of Inertial Navigation System(INS) vertical channel damping loop using Global Positioning System(GPS) is described. The proposed GPS/INS damping loop lends the structure of Baro/INS(Barometer/INS) vertical channel damping loop that is an application of complementary filter. GPS altitude error has the non-stationary statistics although GPS offers navigation information which is insensitive to time and place. Therefore, $H_{\infty}$ filtering technique is selected for adding robustness to the loop. First, the state-space representation of GPS/INS damping loop is acquired. And next the weighted $H_{\infty}$ norm proposed in order to suitably consider characteristics of sensor errors is used for getting filter gains. Simulation results show that the proposed filter provides better performance than the conventional vertical channel loop design schemes even when error statistics are unknown.

Design of Robust and Non-fragile $H_{\infty}$ Kalman-type Filter for System with Parameter Uncertainties: PLMI Approach (변수 불확실성을 가지는 시스템에 대한 견실비약성 $H_{\infty}$ 칼만형필터 설계: PLMI 접근법)

  • Kim, Joon Ki;Yang, Seung Hyeop;Bang, Kyung Ho;Park, Hong Bae
    • Journal of the Institute of Electronics and Information Engineers
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    • v.49 no.10
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    • pp.181-186
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    • 2012
  • In this paper, we describe the synthesis of robust and non-fragile Kalman filter design for a class of uncertain linear system with polytopic uncertainties and filter gain variations. The sufficient condition of filter existence, the design method of robust non-fragile filter, and the measure of non-fragility in filter are presented via LMIs(Linear Matrix Inequality) technique. And the obtained sufficient condition can be represented as PLMIs(parameterized linear matrix inequalities) that is, coefficients of LMIs are functions of a parameter confined to a compact set. Since PLMIs generate infinite LMIs, we use relaxation technique, find the finite solution for robust non-fragile filter, and show that the resulting filter guarantees the asymptotic stability with parameter uncertainties and filter fragility. Finally, a numerical example will be shown.

Fuzzy H Filtering for Discrete-Time Nonlinear Markovian Jump Systems with State and Output Time Delays (상태 및 출력 시간지연을 갖는 이산 비선형 마코비안 점프 시스템의 퍼지H 필터링)

  • Lee, Kap Rai
    • Journal of the Korea Society of Computer and Information
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    • v.18 no.6
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    • pp.9-19
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    • 2013
  • This paper deals with fuzzy $H_{\infty}$ filtering problem of discrete-time nonlinear Markovian jump systems with state and output time delays. The purpose is to design fuzzy $H_{\infty}$ filter such that the corresponding estimation error system with time delays and initial state uncertainties is stochastically stable and satisfies an $H_{\infty}$ performance level. A sufficient condition for the existence of fuzzy $H_{\infty}$ filter is given in terms of matrix inequalities. In order to relax conservatism, a stochastic mode dependent fuzzy Lyapunov function is employed. The Lyapunov function not only is dependent on the operation modes of system, but also includes the fuzzy membership functions. An illustrative example is finally given to show the applicability and effectiveness of the proposed method.

On Synthesizing low-order State Eestimators and Low-order $H{\infty}$ Filters

  • Choi, Byung-Wook
    • 제어로봇시스템학회:학술대회논문집
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    • 1995.10a
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    • pp.344-347
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    • 1995
  • The standard estimation and filtering theory are well known and has recently been incorporated with the H$_{\infty}$ optimization techniques where the parametrizations of all estimators and filters are utilized. The issue of reducing its order is always of interest. This paper presents a method for synthesizing low-order stable state estimators. The method presented in this paper is based on the utilization of a free parameter function contained in the parametrization of all state estimators. The results obtained in the paper are compared with standard results on low-order estimators. Both results are shown to be the same in a sense of its orders, but the approaches taken are largely different. It is also shown in the paper that the method can easily and directly be extended to the Kalman filters and the H$_{\infty}$ (sub)optimal filters. Consequently, the orders of all state estimators, Kalman filters, and H$_{\infty}$ filters are shown to be reduced down to the number of states minus the number of outputs, respectively.ly.

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Robust $H_{\infty}$ FIR Sampled-Date Filtering for Uncertain Time-Varying Systems with Unknown Nonlinearity

  • Ryu, Hee-Seob;Byung-Moon;Kwon, Oh-Kyu
    • Transactions on Control, Automation and Systems Engineering
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    • v.3 no.2
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    • pp.83-88
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    • 2001
  • The robust linear H(sub)$\infty$ FIR filter, which guarantees a prescribed H(sub)$\infty$ performance, is designed for continuous time-varying systems with unknown cone-bounded nonlinearity. The infinite horizon filtering for time-varying systems is systems is investigated in therms of two Riccati equations by the finite moving horizon.

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Robust Observer Design for SDINS In-Flight Alignment (스트랩다운 관성항법시스템의 주행 중 정렬을 위한 강인 관측기 구성)

  • Yu, Myeong-Jong;Lee, Jang-Gyu;Park, Chan-Guk;Sim, Deok-Seon
    • Journal of Institute of Control, Robotics and Systems
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    • v.7 no.8
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    • pp.703-710
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    • 2001
  • The nonlinear observers are proposed for a nonlinear system. To improve the characteristics such as stability, convergence, and $H^{\infty}$ filter performance criterion, we utilize an $H^{\infty}$ filter Riccati equation or a modified $H^{\infty}$ filter Riccati equation with a freedom parameter. Using the Lyapunov function method, the characteristics of the observers are analyzed. Then the in-flight alignment for a strapdown inertial navigation system(SDINS) is designed using the proposed observer. And the additive quaternion error model is especially used to reduce the uncertainty of the SDINS error model. Simulation results show that the observer with the modified $H^{\infty}$ filter Riccati equation effectively improves the performance of the in-flight alignment.

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$H_{\infty}$ filter for flexure deformation and lever arm effect compensation in M/S INS integration

  • Liu, Xixiang;Xu, Xiaosu;Wang, Lihui;Li, Yinyin;Liu, Yiting
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.6 no.3
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    • pp.626-637
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    • 2014
  • On ship, especially on large ship, the flexure deformation between Master (M)/Slave (S) Inertial Navigation System (INS) is a key factor which determines the accuracy of the integrated system of M/S INS. In engineering this flexure deformation will be increased with the added ship size. In the M/S INS integrated system, the attitude error between MINS and SINS cannot really reflect the misalignment angle change of SINS due to the flexure deformation. At the same time, the flexure deformation will bring the change of the lever arm size, which further induces the uncertainty of lever arm velocity, resulting in the velocity matching error. To solve this problem, a $H_{\infty}$ algorithm is proposed, in which the attitude and velocity matching error caused by deformation is considered as measurement noise with limited energy, and measurement noise will be restrained by the robustness of $H_{\infty}$ filter. Based on the classical "attitude plus velocity" matching method, the progress of M/S INS information fusion is simulated and compared by using three kinds of schemes, which are known and unknown flexure deformation with standard Kalman filter, and unknown flexure deformation with $H_{\infty}$ filter, respectively. Simulation results indicate that $H_{\infty}$ filter can effectively improve the accuracy of information fusion when flexure deformation is unknown but non-ignorable.

Maneuvering Target Tracking in Uncertain Parameter Systems Using RoubustH_\inftyFIR Filters (견실한$H_\infty$FIR 필터를 이용한 불확실성 기동표적의 추적)

  • Yoo, Kyung-Sang;Kim, Dae-Woo;Kwon, Oh-Kyu
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.3
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    • pp.270-277
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    • 1999
  • This paper deals with the maneuver detection and target tracking problem in uncertain parameter systems using a robust{{{{ { H}_{ } }}}} FIR filter to improve the unacceptable tracking performance due to the parametr uncertainty. The tracking filter used in the current paper is based on the robust{{{{ { H}_{ } }}}} FIR filter proposed by Kwon et al. [1,2] to estimate the state signal in uncertain systems with parameter uncertainty, and the basic scheme of the proposed method is the input estimation approach. Tracking performance of the maneuver detection and target tracking method proposed is compared with other techniques, Bogler allgorithm [4] and FIR tracking filter [2], via some simulations to examplify the good tracking performance of the proposed method over other techniques.

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