Necessary and sufficient conditions are derived for the existence of a solution to the continuous-time and discrete-time reduced-order H/sub /spl infin// and L/sub 2/-L/sub /spl infin// filtering problems. These conditions are expressed in terms of linear matrix inequalities (LMIs) and a coupling nonconvex matrix rank constraint. Convex LMI problems are obtained for the full-order and the zeroth-order filtering. An explicit parametrization of all reduced-order filters that correspond to a feasible solution is derived in terms of a contractive matrix, and iterative algorithms are proposed to solve the reduced-order filtering problems using alternating projections.


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    Titel :

    Reduced-order H/sub /spl infin// and L/sub 2/-L/sub /spl infin// filtering via linear matrix inequalities


    Beteiligte:
    Grigoriadis, K.M. (Autor:in) / Watson, J.T. (Autor:in)


    Erscheinungsdatum :

    01.10.1997


    Format / Umfang :

    1121755 byte




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch