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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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AIMS Press
2023-03-01
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| Series: | Mathematical Modelling and Control |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/mmc.2023008?viewType=HTML |
| Summary: | 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 obtain a gain matrix $ K^{\star} $ that optimizes both performance indicators we set. To deal with this problem, two different upper bounds for two performance indicators are given respectively. The optimal problem therefore is transformed into a Pareto optimal problem with linear matrix inequalities ($ LMIs $) which can be addressed through the $ LMI $ toolbox in $ MATLAB $. |
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| ISSN: | 2767-8946 |