H∞ FIR filters for linear continuous-time state-space systems

Choon Ki Ahn; Soohee Han; Wook Hyun Kwon

doi:10.1109/LSP.2006.874448

H∞ FIR filters for linear continuous-time state-space systems

Choon Ki Ahn, Soohee Han, Wook Hyun Kwon

Research output: Contribution to journal › Article › peer-review

71 Citations (Scopus)

Abstract

In this letter, we propose a new H_∞ filter (HF) with a finite impulse response (FIR) structure for linear continuous-time state-space systems. This filter is called the H_∞ FIR filter (HFF). The upper bound for an H_∞ performance criterion is derived and then minimized among the filters with linearity, FIR structure, and quasideadbeat property. The HFF is obtained by solving the differential Riccati equation. We show through simulations that the HFF is more robust against temporary uncertainties and is faster in convergence than a conventional HF.

Original language	English
Pages (from-to)	557-560
Number of pages	4
Journal	IEEE Signal Processing Letters
Volume	13
Issue number	9
DOIs	https://doi.org/10.1109/LSP.2006.874448
Publication status	Published - 2006 Sep
Externally published	Yes

Keywords

Finite impulse response (FIR) structure
H filter (HF)
Quasideadbeat property
State estimation

ASJC Scopus subject areas

Signal Processing
Electrical and Electronic Engineering
Applied Mathematics

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AU - Kwon, Wook Hyun

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AB - In this letter, we propose a new H∞ filter (HF) with a finite impulse response (FIR) structure for linear continuous-time state-space systems. This filter is called the H∞ FIR filter (HFF). The upper bound for an H∞ performance criterion is derived and then minimized among the filters with linearity, FIR structure, and quasideadbeat property. The HFF is obtained by solving the differential Riccati equation. We show through simulations that the HFF is more robust against temporary uncertainties and is faster in convergence than a conventional HF.

KW - Finite impulse response (FIR) structure

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KW - Quasideadbeat property

KW - State estimation

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H∞ FIR filters for linear continuous-time state-space systems

Abstract

Keywords

ASJC Scopus subject areas

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