Pareto optimal filter design with hybrid $ H_{2} /H_{\infty} $ optimization

In this article, we study the Pareto optimal $ H_{2} $ /$ H_{\infty} $ filter design problem for a generalization of discrete-time stochastic systems. By constructing the estimation equation of the given systems with the estimated signal, a filter error estimation system is obtained. The aim is to o...

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Bibliographic Details
Main Authors: Xiaoyu Ren, Ting Hou
Format: Article
Language:English
Published: AIMS Press 2023-03-01
Series:Mathematical Modelling and Control
Subjects:
Online Access:https://www.aimspress.com/article/doi/10.3934/mmc.2023008?viewType=HTML