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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    Title :

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


    Contributors:


    Publication date :

    1997-10-01


    Size :

    1121755 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English