Numerical methods for solving the Modified Filter Algebraic Riccati Equation for H-infinity filtering

被引：0

作者：

Horvath, Zsolt ^{[1
,2
]}

机构：

[1] Szechenyi Istvan Univ Gyor, Gyor, Hungary

[2] Szechenyi Istvan Univ, Fac Tech Sci, Sch Postgrad Studies Multidisciplinary Tech Sci, Gyor, Hungary

来源：

PRZEGLAD ELEKTROTECHNICZNY | 2019年 / 95卷 / 04期

关键词：

Modified Filter Algebraic Riccati Equation; linear-quadratic optimization problem; H-infinity optimization; gamma-iteration; LMI;

D O I：

10.15199/48.2019.04.02

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

This paper presents numerical methods for solving the Modified Filter Algebraic Riccati Equation (MFARE) for synthesis of H-infinity fault detection filters. Two methods are presented, namely the gamma-iteration and then rewriting the MFARE in Linear Matrix Inequalities (LMIs) and casting it as a convex optimization problem. Each algorithm has to ensure the condition for a global convergence and also has to deliver an optimal solution. Not at least the computational cost has to be as small as possible.

引用

页码：9 / 15

页数：7

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