• 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.

• The Journal of the Acoustical Society of Korea
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• v.19 no.8
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• pp.54-62
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• 2000

Adaptive filtering method is one of signal processing area which is frequently used in the case of statistical characteristic change in time-varing situation. The performance of adaptive filter is usually evaluated with complexity of its structure, convergence speed and misadjustment. The structure of adaptive filter must be simple and its speed of adaptation must be fast for real-time implementation. In this paper, we propose chirp discrete cosine transform (CDCT), which has the characteristics of CZT (chrip z-transform) and DCT (discrete cosine transform), and then CDCTLMS (chirp discrete cosine transform LMS) using the above mentioned algorithm for the improvement of its speed of adaptation. Using loaming curve, we prove that the proposed method is superior to the conventional US (normalized LMS) algorithm and DCTLMS (discrete cosine transform LMS) algorithm. Also, we show the real application for the ultrasonic signal processing.

• Transactions on Control, Automation and Systems Engineering
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• v.4 no.4
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• pp.324-329
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• 2002

In this paper, the guaranteed cost filtering design method for linear time delay systems with convex bounded uncertainties in discrete-time case is presented. The uncertain parameters are assumed to be unknown but belonging to known convex compact set of polytotype less conservative than norm bounded parameter uncertainty. The main purpose is to design a stable filter which minimizes the guaranteed cost. The sufficient condition for the existence of filter, the guaranteed cost filter design method, and the upper bound of the guaranteed cost are proposed. Since the proposed sufficient conditions are LMI(linear matrix inequality) forms in terms of all finding variables, all solutions can be obtained simultaneously by means of powerful convex programming tools with global convergence assured. Finally, a numerical example is given to check the validity of the proposed method.

• Journal of Navigation and Port Research
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• v.28 no.2
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• pp.135-140
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• 2004

A purpose of developing a sound source tracking system in this paper is to reduce the noise efficiently from the received signal by microphone array and measure the signal's time delay between the microphones. I have applied the wavelet analysis algorithm to the system and calculated the sound source's relative position For the performance evaluation, I have compared with the results of utilizing the digital filtering methods based on the FIR LPF using Kaiser window function and the inverse Chebyshev IIR LPF. As a result, I have confirmed the fact that 'time-scale' filter using inverse discrete wavelet transform was suitable for this system.

• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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• pp.34.3-34
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• 2001

The design method of H$\infty$ filter for discrete-time uncertain linear systems with multiple state delays is investigated. The uncertain parameters are assumed to be unknown but belonging to known convex compact set of polytope type less conservative than norm bounded parameter uncertainty. The modified H$\infty$ performance measure is introduced to consider the initial states values which affect the performance of filter. The objective is to design a stable H$\infty$ filter guaranteeing asymptotic stability of filtering error dynamics and minimizing H$\infty$ norm bound. The sufficient condition for the existence of filter and the filter design method are established by LMI (linear matrix inequality) approach.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.2548-2551
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• 2005

In this paper, a robust receding horizon finite impulse response(FIR) filter is proposed for a class of linear discrete time systems with uncertainty satisfying an integral quadratic constraint. The robust state estimation problem involves constructing the set of all possible states at the current time consistent with given system input, output measurements and the integral quadratic constraint.

• 제어로봇시스템학회:학술대회논문집
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• 1986.10a
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• pp.269-274
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• 1986

A continuous-time modified gain extended Kalman filter (MGEKF) is developed in an effort to extend the discrete-time results of 1) and 2). Used as an observer, it is globally exponentially convergent. For stochastic system, the stability of the MGEKF is proven under certain conditions. The performance of the MGEKF is compared with that of the EKF for a particular nonlinear system where the fininate dimensional optimal filter exists.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.61 no.3
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• pp.466-471
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• 2012

In this paper, we consider the problem of a robust passive filtering with low-order for discrete-time singular systems with polytopic uncertainties. A BRL(bounded real lemma) for robust passivity with a dissipativity of discrete-time uncertain singular systems is derived. A low-order robust passive filter design method is proposed by new reduced-order method and LMI(linear matrix inequality) technique on the basis of the obtained BRL. Finally, illustrative examples are presented to show the applicability of the proposed method.

• Journal of Sensor Science and Technology
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• v.28 no.4
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• pp.216-220
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• 2019

In this paper, we propose a finite memory filter (estimator) for discrete-time stochastic linear systems with delays in state and measurement. A novel filtering algorithm is designed based on finite memory strategies, to achieve high estimation accuracy and stability under parametric uncertainties. The new finite memory filter uses a set of recent observations with appropriately chosen initial horizon conditions. The key contribution is the derivation of Lyapunov-like equations for finite memory mean and covariance of system state with an arbitrary number of time delays. A numerical example demonstrates that the proposed algorithm is more robust and accurate than the Kalman filter against dynamic model uncertainties.

• 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.