Suboptimal Anisotropic Filtering for Linear Discrete Nonstationary Systems with Uncentered External Disturbance

V.N. Timin, A.Y. Kustov, A.P. Kurdukov, D.A. Goldin, Yuri Vershinin

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Abstract

We consider the robust anisotropic filtering problem for a linear discrete nonstationary system on a finite time interval. We assume that external disturbances acting on the object have anisotropy bounded from above and additionally satisfy two constraints on the moments. Our solution of the filtering problem is based on the boundedness criterion for the anisotropic norm in reverse time and reduces to finding a solution for a convex optimization problem. We illustrate the operation of a suboptimal anisotropic estimator with a numerical example.

Original languageEnglish
Pages (from-to)1-15
Number of pages15
JournalAutomation and Remote Control
Volume80
Issue number1
DOIs
Publication statusPublished - 31 Jan 2019

Bibliographical note

Journal published in English and Russian editions (Russian edition: Avtomatika i Telemekhanika). Russian language edition already published at: http://dx.doi.org/10.1134/S000523101901001X but waiting on English version appearing in Automation and Remote Control

Keywords

  • anisotropic filtering
  • convex optimization
  • linear matrix inequalities
  • non-centered random disturbances
  • nonstationary systems

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Electrical and Electronic Engineering

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