H2 optimal filtering for bilinear systems

Hamid Reza Shaker*

*Corresponding author for this work

Research output: Contribution to journalJournal articleResearchpeer-review

Abstract

The filtering problem is among the fundamental issues in control and signal processing. Several approaches such as H2 optimal filtering and H optimal filtering have been developed to address this issue. While the optimal H2 filtering problem has been extensively studied in the past for linear systems, to the best of our knowledge, it has not been studied for bilinear systems. This is indeed surprising, since bilinear systems are important class of nonlinear systems with well-established theories and applications in various fields. The problem of H2 optimal filtering for both discrete-time and continuous bilinear systems is addressed in this paper. The filter design problem is formulated in the optimization framework. The problem for the discrete-time case is expressed in terms of linear matrix inequalities which can be efficiently solved. The results are used for the optimal filtering of a bilinear model of an electro-hydraulic drive.

Original languageEnglish
JournalNonlinear Dynamics
Volume70
Issue number2
Pages (from-to)999-1005
Number of pages7
ISSN0924-090X
DOIs
Publication statusPublished - 1. Oct 2012
Externally publishedYes

Fingerprint

Optimal Filtering
Bilinear Systems
Discrete-time
Bilinear Model
Filter Design
Continuous System
Hydraulic drives
Hydraulics
Matrix Inequality
Signal Processing
Linear Inequalities
Linear matrix inequalities
Filtering
Nonlinear Systems
Linear Systems
Linear systems
Nonlinear systems
Signal processing
Optimization

Keywords

  • Bilinear systems
  • Electro-hydraulic drive system
  • Filtering

Cite this

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title = "H2 optimal filtering for bilinear systems",
abstract = "The filtering problem is among the fundamental issues in control and signal processing. Several approaches such as H2 optimal filtering and H∞ optimal filtering have been developed to address this issue. While the optimal H2 filtering problem has been extensively studied in the past for linear systems, to the best of our knowledge, it has not been studied for bilinear systems. This is indeed surprising, since bilinear systems are important class of nonlinear systems with well-established theories and applications in various fields. The problem of H2 optimal filtering for both discrete-time and continuous bilinear systems is addressed in this paper. The filter design problem is formulated in the optimization framework. The problem for the discrete-time case is expressed in terms of linear matrix inequalities which can be efficiently solved. The results are used for the optimal filtering of a bilinear model of an electro-hydraulic drive.",
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H2 optimal filtering for bilinear systems. / Shaker, Hamid Reza.

In: Nonlinear Dynamics, Vol. 70, No. 2, 01.10.2012, p. 999-1005.

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - H2 optimal filtering for bilinear systems

AU - Shaker, Hamid Reza

PY - 2012/10/1

Y1 - 2012/10/1

N2 - The filtering problem is among the fundamental issues in control and signal processing. Several approaches such as H2 optimal filtering and H∞ optimal filtering have been developed to address this issue. While the optimal H2 filtering problem has been extensively studied in the past for linear systems, to the best of our knowledge, it has not been studied for bilinear systems. This is indeed surprising, since bilinear systems are important class of nonlinear systems with well-established theories and applications in various fields. The problem of H2 optimal filtering for both discrete-time and continuous bilinear systems is addressed in this paper. The filter design problem is formulated in the optimization framework. The problem for the discrete-time case is expressed in terms of linear matrix inequalities which can be efficiently solved. The results are used for the optimal filtering of a bilinear model of an electro-hydraulic drive.

AB - The filtering problem is among the fundamental issues in control and signal processing. Several approaches such as H2 optimal filtering and H∞ optimal filtering have been developed to address this issue. While the optimal H2 filtering problem has been extensively studied in the past for linear systems, to the best of our knowledge, it has not been studied for bilinear systems. This is indeed surprising, since bilinear systems are important class of nonlinear systems with well-established theories and applications in various fields. The problem of H2 optimal filtering for both discrete-time and continuous bilinear systems is addressed in this paper. The filter design problem is formulated in the optimization framework. The problem for the discrete-time case is expressed in terms of linear matrix inequalities which can be efficiently solved. The results are used for the optimal filtering of a bilinear model of an electro-hydraulic drive.

KW - Bilinear systems

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