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Automation and Remote Control

, Volume 80, Issue 1, pp 1–15 | Cite as

Suboptimal Anisotropic Filtering for Linear Discrete Nonstationary Systems with Uncentered External Disturbance

  • V. N. TiminEmail author
  • A. Yu. Kustov
  • A. P. Kurdyukov
  • D. A. Goldin
  • Yu. A. Vershinin
Linear Systems
  • 7 Downloads

Abstract

We consider the robust anisotropic filtering problem for a linear discrete nonstationary system on a finite time interval. We assume that external disturbances acting on the object have anisotropy bounded from above and additionally satisfy two constraints on the moments. Our solution of the filtering problem is based on the boundedness criterion for the anisotropic norm in reverse time and reduces to finding a solution for a convex optimization problem. We illustrate the operation of a suboptimal anisotropic estimator with a numerical example.

Keywords

anisotropic filtering nonstationary systems non-centered random disturbances convex optimization linear matrix inequalities 

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Copyright information

© Pleiades Publishing, Ltd. 2019

Authors and Affiliations

  • V. N. Timin
    • 1
    Email author
  • A. Yu. Kustov
    • 1
  • A. P. Kurdyukov
    • 1
    • 2
  • D. A. Goldin
    • 1
  • Yu. A. Vershinin
    • 3
  1. 1.Trapeznikov Institute of Control SciencesRussian Academy of SciencesMoscowRussia
  2. 2.Bauman Moscow State Technical UniversityMoscowRussia
  3. 3.Coventry UniversityCoventryUK

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