Abstract:
This paper designs the central finite-dimensional H∞ filter for linear stochastic systems with integral-quadratically bounded deterministic disturbances, that is sub-opti...Show MoreMetadata
Abstract:
This paper designs the central finite-dimensional H∞ filter for linear stochastic systems with integral-quadratically bounded deterministic disturbances, that is sub-optimal for a given threshold y with respect to a modified Bolza-Meyer quadratic criterion including the attenuation control term with the opposite sign. The original H∞ filtering problem for a linear stochastic system is reduced to the corresponding mean-square H2 filtering problem, using the technique proposed in [1]. In the example, the designed filter is applied to estimation of the pitch and yaw angles of a two degrees of freedom (2DOF) helicopter.
Published in: Proceedings of the 2011 American Control Conference
Date of Conference: 29 June 2011 - 01 July 2011
Date Added to IEEE Xplore: 18 August 2011
ISBN Information: