• Title/Summary/Keyword: $H_2/H_{\infty}$ FIR 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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    • v.4 no.5
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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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    • v.2 no.3
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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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$H_2$, $H_{\infty}$, and mixed $H_2/H_{\infty}$ FIR Filters for Discrete-time State Space Models

  • Lee, Young-Sam;Jung, Soo-Yul;Seo, Joong-Eon;Han, Soo-Hee;Kwon, Wook-Hyun
    • Proceedings of the IEEK Conference
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    • 2003.11a
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    • pp.401-404
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    • 2003
  • In this paper, $H_2$, $H_{\infty}$, and mixed $H_2/H_{\infty}$ FIR filters are newly proposed for discrete-time state space signal models. The proposed filters require 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 mixed $H_2/H_{\infty}$ FIR filter design problems can be converted into convex programming problems via linear matrix inequalities (LMIs) with a linear equality constraint. Simulation studies illustrat that the proposed FIR filter is more robust against uncertainties and has faster convergence than the conventional IIR filters. the conventional IIR filters.

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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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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 H(sup)$\infty$ FIR Sampled-Data Filtering for Uncertain Time-Varying Systems with Lipschitz Nonlinearity

  • Ryu, Hee-Seob;Yoo, Kyung-Sang;Kwon, Oh-Kyu
    • Transactions on Control, Automation and Systems Engineering
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    • v.2 no.4
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    • pp.255-261
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    • 2000
  • This paper presents the results of the robust H(sub)$\infty$ FIR filtering for a class of nonlinear continuous time-varying systems subject to real norm-bounded parameter uncertainty and know Lipschitz nonlinearity under sampled measurements. We address the problem of designing filters, using sampled measurements, which guarantee a prescribed H(sub)$\infty$ performance in continuous time-varying context, irrespective of the parameter uncertainty and unknown initial states. The infinite horizon causal H(sub)$\infty$FIR filter are investigated using the finite moving horizon in terms of two Riccati equations with finite discrete jumps.

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