Numerical methods for solving the modified filter algebraic riccati Elquation for H-infinity filtering

• Autorzy: Horváth Zsolt

Identyfikatory

DOI

10.15199/48.2019.04.02

Warianty tytułu

PL

Metody numeryczne rozwiązywania równania MFARE do filtrów typu H-infinity

• Języki publikacji: EN

Abstrakty

EN

This paper presents numerical methods for solving the Modified Filter Algebraic Riccati Equation (MFARE) for synthesis of H-infinity fault detection filters. Two methods are presented, namely the gamma-iteration and then rewriting the MFARE in Linear Matrix Inequalities (LMIs) and casting it as a convex optimization problem. Each algorithm has to ensure the condition for a global convergence and also has to deliver an optimal solution. Not at least the computational cost has to be as small as possible.

PL

Zaprezentowano metodę numeryczną rozwiązywania równania MFARE (Modified Filter Algebraic Riccati Equation). Badano dwie metody – iterację gamma i przepisywanie równania w postać Linear Matrix Inequantities.

Słowa kluczowe

EN

MFARE; Modified Filter Algebraic Riccati Equation; linear-quadratic optimization problem; H-infinity optimization; gamma-iteration; LMI

PL

MFARE; Modified Filter Algebraic Riccati Equation; optymalizacja H-infinity

• Wydawca: Wydawnictwo SIGMA-NOT
• Czasopismo: Przegląd Elektrotechniczny
• Rocznik: 2019
• Tom: R. 95, nr 4
• Strony: 9--15
• Opis fizyczny: Bibliogr. 24 poz., tab.

Twórcy

autor

Horváth Zsolt

• School of Postgraduate Studies of Multidisciplinary Technical Sciences, Faculty of Technical Sciences, Széchenyi István University, Győr

Bibliografia

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• [22] https://de.mathworks.com/help/control/ref/care.html?requested Domain=www.mathworks.com
• [23] Horvath Zs., Edelmayer A., Solving of the Modified Filter Algebraic Riccati Equation for H-infinity fault detection filtering, Acta Universitatis Sapientiae Electrical and Mechanical Engineering, Vol. 9, 2017, pp. 57-77.
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Uwagi

Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2019).