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H-infinity deconvolution filtering: a Krein space approach in state-space setting
引用本文:Xiao LU,Huanshui ZHANG,Wei WANG,Jie YAN. H-infinity deconvolution filtering: a Krein space approach in state-space setting[J]. 控制理论与应用(英文版), 2009, 7(2): 185-191. DOI: 10.1007/s11768-009-7027-4
作者姓名:Xiao LU  Huanshui ZHANG  Wei WANG  Jie YAN
作者单位:Xiao LU(Research Center of Information and Control, Dalian University of Technology, Dalian Liaoning 116024, China;Key Laboratory for Robot & Intelligent Technology of Shandong Province, Shandong University of Science and Technology,Qingdao Shandong 266510, Chin);Huanshui ZHANG(School of Control Science and Engineering, Shandong University, Jinan Shandong 250001, China);Wei WANG(Research Center of Information and Control, Dalian University of Technology, Dalian Liaoning 116024, China);Jie YAN(Key Laboratory for Robot & Intelligent Technology of Shandong Province, Shandong University of Science and Technology,Qingdao Shandong 266510, China)  
基金项目:the National Natural Science Foundation of China (No.60574016, 60804034), the Natural Science Foundation of Shandong Province (No.Y2007G34), the National Natural Science Foundation for Distinguished Youth Scholars of China (No.60825304) and 973 Program(No.2009cb320600), and the first two authors are also supported by “Taishan Scholarship” Construction Engineering.
摘    要:This note is concerned with the H-infinity deconvolution filtering problem for linear time-varying discretetime systems described by state space models, The H-infinity deconvolution filter is derived by proposing a new approach in Krein space. With the new approach, it is clearly shown that the central deconvolution filter in an H-infinity setting is the same as the one in an H2 setting associated with one constructed stochastic state-space model. This insight allows us to calculate the complicated H-infinity deconvolution filter in an intuitive and simple way. The deconvolution filter is calculated by performing Riccati equation with the same order as that of the original system.

关 键 词:反卷积滤波器  状态空间模型  无限远  设置  克莱因  Riccati方程  过滤  
收稿时间:2007-01-27
修稿时间:2007-11-19

H-infinity deconvolution filtering: a Krein space approach in state-space setting
Xiao LU,Huanshui ZHANG,Wei WANG,Jie YAN. H-infinity deconvolution filtering: a Krein space approach in state-space setting[J]. Journal of Control Theory and Applications, 2009, 7(2): 185-191. DOI: 10.1007/s11768-009-7027-4
Authors:Xiao LU  Huanshui ZHANG  Wei WANG  Jie YAN
Affiliation:1. Research Center of Information and Control, Dalian University of Technology, Dalian Liaoning 116024, China;Key Laboratory for Robot & Intelligent Technology of Shandong Province, Shandong University of Science and Technology,Qingdao Shandong 266510, Chin
2. School of Control Science and Engineering, Shandong University, Jinan Shandong 250001, China
3. Research Center of Information and Control, Dalian University of Technology, Dalian Liaoning 116024, China
4. Key Laboratory for Robot & Intelligent Technology of Shandong Province, Shandong University of Science and Technology,Qingdao Shandong 266510, China
Abstract:This note is concerned with the H-infinity deconvolution filtering problem for linear time-varying discretetime systems described by state space models. The H-infinity deconvolution filter is derived by proposing a new approach in Krein space. With the new approach, it is clearly shown that the central deconvolution filter in an H-infinity setting is the same as the one in an H2 setting associated with one constructed stochastic state-space model. This insight allows us to calculate the complicated H-infinity deconvolution filter in an intuitive and simple way. The deconvolution filter is calculated by performing Riccati equation with the same order as that of the original system.
Keywords:Deconvolution  H-infinity  Krein space  Riccati equations
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