Receding-Horizon l2-l∞ FIR filter with embedded deadbeat property

Choon Ki Ahn; Yuriy S. Shmaliy; Peng Shi; Yuxin Zhao

doi:10.1109/TCSII.2016.2555038

Receding-Horizon l₂-l_∞ FIR filter with embedded deadbeat property

Choon Ki Ahn, Yuriy S. Shmaliy, Peng Shi, Yuxin Zhao

School of Electrical Engineering

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

24 Citations (Scopus)

Abstract

This brief proposes a new finite-impulse response (FIR) receding-horizon filter for discrete-time linear systems in state space. A solution has l₂-l_∞ performance with the embedded deadbeat property and is called the FIR l₂-l_∞ filter (FIRllF). Based on the linear matrix inequality (LMI) and linear matrix equality (LME) formulations, a sufficient condition is found such that the FIRllF ascertains the guaranteed l₂-l_∞ performance with the deadbeat property. Using this result, we further obtain a new LMI condition for the existence of the FIRllF without using the LME. Through a numerical example, the proposed FIRllF is shown to be more robust against unexpected uncertainties than the existing l₂-l_∞ filter.

Original language	English
Article number	7453192
Pages (from-to)	211-215
Number of pages	5
Journal	IEEE Transactions on Circuits and Systems II: Express Briefs
Volume	64
Issue number	2
DOIs	https://doi.org/10.1109/TCSII.2016.2555038
Publication status	Published - 2017 Feb

Keywords

Terms-Deadbeat property
finite-impulse response (FIR)
l-l filter (llF)

ASJC Scopus subject areas

Electrical and Electronic Engineering

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title = "Receding-Horizon l2-l∞ FIR filter with embedded deadbeat property",

abstract = "This brief proposes a new finite-impulse response (FIR) receding-horizon filter for discrete-time linear systems in state space. A solution has l2-l∞ performance with the embedded deadbeat property and is called the FIR l2-l∞ filter (FIRllF). Based on the linear matrix inequality (LMI) and linear matrix equality (LME) formulations, a sufficient condition is found such that the FIRllF ascertains the guaranteed l2-l∞ performance with the deadbeat property. Using this result, we further obtain a new LMI condition for the existence of the FIRllF without using the LME. Through a numerical example, the proposed FIRllF is shown to be more robust against unexpected uncertainties than the existing l2-l∞ filter.",

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author = "Ahn, {Choon Ki} and Shmaliy, {Yuriy S.} and Peng Shi and Yuxin Zhao",

note = "Funding Information: This work was supported by the National Research Foundation of Korea through the Ministry of Science, ICT and Future Planning under Grant NRF-2014R1A1A1006101.",

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AU - Shmaliy, Yuriy S.

AU - Shi, Peng

AU - Zhao, Yuxin

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N2 - This brief proposes a new finite-impulse response (FIR) receding-horizon filter for discrete-time linear systems in state space. A solution has l2-l∞ performance with the embedded deadbeat property and is called the FIR l2-l∞ filter (FIRllF). Based on the linear matrix inequality (LMI) and linear matrix equality (LME) formulations, a sufficient condition is found such that the FIRllF ascertains the guaranteed l2-l∞ performance with the deadbeat property. Using this result, we further obtain a new LMI condition for the existence of the FIRllF without using the LME. Through a numerical example, the proposed FIRllF is shown to be more robust against unexpected uncertainties than the existing l2-l∞ filter.

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