H-infinity deconvolution filtering: a Krein space approach in state-space setting
Xiao LU
Huanshui ZHANG
Wei WANG
Jie YAN
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 de, convolution filter is calculated by performing Riccati equation with the same order as that of the original system.
机标关键词：filterdiscretetime systemsRiccati equationapproachstate spaceinsightcentralsimple
资助基金：the National Natural Science Foundation of China(60574Oi 6)the National Natural Science Foundation of China( 60804034)the Natural Science Foundation of Shandong Province(Y2007G34)the National Natural Science Foundation for Distinguished Youth Scholars of China(60825304)973 Program(2009cb320600)
论文发表日期：2009-01-01
在线出版日期：2025-08-15（本平台首次上网日期，不代表文献的发表时间）
页数：7( 185-191 )
英文信息