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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| 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 |
| _version_ | 1797690956909117440 |
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| author | Xiaoyu Ren Ting Hou |
| author_facet | Xiaoyu Ren Ting Hou |
| author_sort | Xiaoyu Ren |
| collection | DOAJ |
| description | 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 $. |
| first_indexed | 2024-03-12T02:07:35Z |
| format | Article |
| id | doaj.art-d25e6a0c0a894021a659828fcd65ce1c |
| institution | Directory Open Access Journal |
| issn | 2767-8946 |
| language | English |
| last_indexed | 2024-03-12T02:07:35Z |
| publishDate | 2023-03-01 |
| publisher | AIMS Press |
| record_format | Article |
| series | Mathematical Modelling and Control |
| spelling | doaj.art-d25e6a0c0a894021a659828fcd65ce1c2023-09-07T03:36:03ZengAIMS PressMathematical Modelling and Control2767-89462023-03-0132808710.3934/mmc.2023008Pareto optimal filter design with hybrid $ H_{2} /H_{\infty} $ optimizationXiaoyu Ren 0Ting Hou1School of Mathematics and Statistics, Shandong Normal University, Jinan 250000, Shandong Province, ChinaSchool of Mathematics and Statistics, Shandong Normal University, Jinan 250000, Shandong Province, ChinaIn 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 $.https://www.aimspress.com/article/doi/10.3934/mmc.2023008?viewType=HTML$ {lmis} $$ h_{2}/h_{\infty} $ filterpareto optimality solutionsmulti-objective problem |
| spellingShingle | Xiaoyu Ren Ting Hou Pareto optimal filter design with hybrid $ H_{2} /H_{\infty} $ optimization Mathematical Modelling and Control $ {lmis} $ $ h_{2}/h_{\infty} $ filter pareto optimality solutions multi-objective problem |
| title | Pareto optimal filter design with hybrid $ H_{2} /H_{\infty} $ optimization |
| title_full | Pareto optimal filter design with hybrid $ H_{2} /H_{\infty} $ optimization |
| title_fullStr | Pareto optimal filter design with hybrid $ H_{2} /H_{\infty} $ optimization |
| title_full_unstemmed | Pareto optimal filter design with hybrid $ H_{2} /H_{\infty} $ optimization |
| title_short | Pareto optimal filter design with hybrid $ H_{2} /H_{\infty} $ optimization |
| title_sort | pareto optimal filter design with hybrid h 2 h infty optimization |
| topic | $ {lmis} $ $ h_{2}/h_{\infty} $ filter pareto optimality solutions multi-objective problem |
| url | https://www.aimspress.com/article/doi/10.3934/mmc.2023008?viewType=HTML |
| work_keys_str_mv | AT xiaoyuren paretooptimalfilterdesignwithhybridh2hinftyoptimization AT tinghou paretooptimalfilterdesignwithhybridh2hinftyoptimization |