32347

Автор(ы): 

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Anisotropy-based suboptimal filtering for the linear discrete time-invariant systems

ISBN/ISSN: 

0005-2310 0005-1179

Наименование источника: 

  • Automation and Remote Control

Обозначение и номер тома: 

№ 11, Vol. 74, № 11

Город: 

  • Москва

Издательство: 

  • Наука Pleiades Publishing, Ltd.

Год издания: 

2013

Страницы: 

3-19 pp. 1773-1785
Аннотация
Consideration was given to the problem of robust filtering for the finite-dimensional linear discrete time-invariant system with measured and estimated outputs. The system is exposed to a random disturbance with the imprecisely known probability distribution. In the information-theoretical terms, the stochastic uncertainty of the input disturbance is defined by the functional of mean anisotropy. The error of estimation was quantified by the anisotropy norm. A sufficient condition for an estimator to exist and ensure that the error is less than the given threshold value was derived in the form of a convex inequality on the determinant of a positive definite matrix and two linear matrix inequalities.

Библиографическая ссылка: 

Тимин В.Н. Anisotropy-based suboptimal filtering for the linear discrete time-invariant systems // Automation and Remote Control. 2013. № 11, Vol. 74, № 11. С. 3-19 pp. 1773-1785.