State Estimation with Finite Signal-to-Noise Models
نویسندگان
چکیده
This paper concerns the use of the finite signalto-noise (FSN) model to design a state estimator. First, the sufficient conditions for the existence of the state estimator are provided. These conditions are expressed in terms of linear matrix inequalities (LMIs) and the parametrization of all the solutions is provided. Then an LMI based estimator design is addressed and the algorithm to solve the filtering problem is also given. The performance of the linear filter is examined by means of the numerical examples.
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