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DESIGN OF REDUCED ORDER H∞ FILTERS FOR DISCRETE TIME SYSTEMS
P. Hippe† and J. Deutscher
Lehrstuhl für Regelungstechnik, Universität Erlangen-Nürnberg
Cauerstraße 7, D-91058 Erlangen, Germany
Fax: 49-9131-8528715
† email: P.Hippe@rzmail.uni-erlangen.de, phone: 49-9131-8528592
In this contribution the design of reduced order H∞ filters of order n-k is investigated for nth order discrete time systems with m measurements of which k are undisturbed. Assuming a reduced order observer structure for the H∞ filter, the filter gains achieving H∞ optimal a priori estimates and a posteriori estimates are derived using the Bounded Real Lemma. A simple example demonstrates the proposed design procedure.
Keywords: H∞ filtering, discrete time systems, singular filtering problem, Riccati equation approach.
Session slot T-We-M18: Controller reduction and design/Area code 2b : Linear Systems
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