Analysis, design, and performance limitations of $H_2$ optimal filtering in the presence of an additional input with known frequency


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Saberi, Ali and Stoorvogel, Anton A. and Sannuti, Peddapullaiah (2004) Analysis, design, and performance limitations of $H_2$ optimal filtering in the presence of an additional input with known frequency. In: American Control Conference, ACC 2004, 30 June - 2 July 2004, Boston, Massachusetts, USA (pp. pp. 3454-3459).

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Abstract:The standard $H_2$ optimal filtering problem considers the estimation of a certain output based on the measured output when the input is a zero mean white noise stochastic process of known intensity. In this paper, the inputs are considered to be of two types. The first type of input, as in standard $H_2$ optimal filtering, is a zero mean wide sense stationary white noise, while the second type is a linear combination of sinusoidal signals each of which has an unknown amplitude and phase but known frequency. Under such inputs, a generalized $H_2$ optimal filtering problem is formulated here. As in the standard $H_2$ optimal filtering problem, the generalized $H_2$ optimal filtering problem seeks to find a linear stable unbiased filter (called the generalized $H_2$ optimal filter) that estimates a desired output while utilizing the measured output such that the $H_2$ norm of the transfer matrix from the white noise input to the estimation error is minimized. The analysis, design, and performance limitations of generalized $H_2$ optimal filters are presented here.
Item Type:Conference or Workshop Item
Copyright:© 2004 IEEE
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/69070
Official URL:http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=1384444&isnumber=30159
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