H∞ Filtering for Discrete Time-Varying Systems with Delayed Measurements
The problem of H∞ filtering for linear discretetime systems with delayed measurements is considered in this paper. By calculating certain inertia condition of an innovation matrix, a necessary and sufficient condition for the existence of a finite horizon H∞ filter is derived. The innovation matrix is traditionally computed via a Riccati difference equation (RDE) of a augmented system which leads to computation expensive. By applying a novel re- organization innovation approach in Krein space, a simple calculation method of the innovation matrix can be derived. At last, the H∞ filter which involves delayed measurements is given in terms of projection in Krein space by performing two RDEs of the same dimension as that of the original system.
Haoqian Wang Qionghai Dai Chenghui Zhang Xiaodong Liu
Department of Automation Tsinghua University Beijing, 100084 School of Contr. Sci. and Eng.Shandong University Jinan, 250061 Graduate School at Shenzhen Tsinghua University Shenzhen, 518055
国际会议
青岛
英文
2006-07-21（万方平台首次上网日期，不代表论文的发表时间）