Reduced-order H/sub /spl infin// and L/sub 2/-L/sub /spl infin// filtering via linear matrix inequalities |
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Authors: | Grigoriadis KM Watson JT Jr |
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Institution: | Dept. of Mech. Eng., Houston Univ., TX, USA; |
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Abstract: | Necessary and sufficient conditions are derived for the existence of a solution to the continuous-time and discrete-time reduced-order H/sub /spl infin// and L/sub 2/-L/sub /spl infin// filtering problems. These conditions are expressed in terms of linear matrix inequalities (LMIs) and a coupling nonconvex matrix rank constraint. Convex LMI problems are obtained for the full-order and the zeroth-order filtering. An explicit parametrization of all reduced-order filters that correspond to a feasible solution is derived in terms of a contractive matrix, and iterative algorithms are proposed to solve the reduced-order filtering problems using alternating projections. |
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