Reduced-order H/sub /spl infin// and L/sub 2/-L/sub /spl infin// filtering via linear matrix inequalities
- 1 October 1997
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Aerospace and Electronic Systems
- Vol. 33 (4) , 1326-1338
- https://doi.org/10.1109/7.625133
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.Keywords
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