Optimal Unbiased Filtering via Linear Matrix Inequalities - American Control Conference, 1997. Proceedings of the 1997
نویسنده
چکیده
Solutions to the optimal H , and L2 L, unbiased reduced-order filtering problems are obtained in terms of Linear Matrix Inequalities (LMIs). The order of the optimal filter is equal to the number of measurements. Both continuous-time and discrete-time results are presented. An explicit parametrization of all optimal unbiased filters is provided in terms of a free contractive matrix.
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تاریخ انتشار 2009