Proceedings of the KIEE Conference (대한전기학회:학술대회논문집)

The Korean Institute of Electrical Engineers (대한전기학회)
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Design of a Mixed $H_2/H_{\infty}$ Filter Using Convex Optimization

컨벡스 최적화를 이용한 혼합 $H_2/H_{\infty}$ 필터의 설계

  • Jin, Seung-Hee (Dept. of Electrical Engineering, Yonsei University) ;
  • Ra, Won-Sang (Dept. of Electrical Engineering, Yonsei University) ;
  • Yoon, Tae-Sung (Dept. of Electrical Engineering, Changwon National University) ;
  • Park, Jin-Bae (Dept. of Electrical Engineering, Yonsei University) ;
  • Choi, Yoon-Ho (Dept. of Electronic Engineering, Kyonggi University)
  • Published : 1998.07.20
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Abstract

This paper gives a simple parameterization of all stable unbiased filters to solve the suboptimal mixed $H_2/H_{\infty}$ filtering problem. Using the central filter, mixed $H_2/H_{\infty}$ filter is designed which minimizes the upper bound for the $H_2$ norm of the transfer matrix from a white noise to the estimation error subject to an $H_{\infty}$ norm constraint on the transfer matrix from an energy-bounded noise to the estimation error. The problem of finding suitable estimator gain can be converted into a convex optimization problem involving linear matrix inequalities.

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