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

doi:10.1134/S0005117919010016

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

Russian Academy of Sciences

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

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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 language	English
Pages (from-to)	1-15
Number of pages	15
Journal	Automation and Remote Control
Volume	80
Issue number	1
DOIs	https://doi.org/10.1134/S0005117919010016
Publication status	Published - 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

Access to Document

10.1134/S0005117919010016

Timin_et_al_Suboptimal Anisotropic Filtering_Automation Remote Control_coversheetAccepted author manuscript, 723 KBLicence: Unspecified

Cite this

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AU - Timin, V.N.

AU - Kustov, A.Y.

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AU - Goldin, D.A.

AU - Vershinin, Yuri

N1 - 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

PY - 2019/1/31

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N2 - 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.

AB - 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.

KW - anisotropic filtering

KW - convex optimization

KW - linear matrix inequalities

KW - non-centered random disturbances

KW - nonstationary systems

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

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

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Yuri Vershinin

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

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Profiles

Yuri Vershinin

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