Robust FIR filter for Linear Discrete-time System

  • Quan, Zhong-Hua (School of Electrical Engineering & Computer Science, Seoul National University) ;
  • Han, Soo-Hee (Engr. Research Center for Advanced Contr. and Instrm., School of Electrical Engr., Seoul Nat'l Univ.) ;
  • Kwon, Wook-Hyun (School of Electrical Engineering & Computer Science, Seoul National University)
  • Published : 2005.06.02

Abstract

In this paper, a robust receding horizon finite impulse response(FIR) filter is proposed for a class of linear discrete time systems with uncertainty satisfying an integral quadratic constraint. The robust state estimation problem involves constructing the set of all possible states at the current time consistent with given system input, output measurements and the integral quadratic constraint.

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