An LMI approach to periodic discrete-time unbiased filtering

摘要

The problem of unbiased filtering for a discrete-time linear periodic system is faced by means of linear matrix inequality techniques. As leading case, we derive the synthesis conditions to obtain an unbiased filter and an unbiased fixed-lag smoother enforcing a bound on the H-infinity performance on the error dynamics. (C) 2001 Elsevier Science B.V. All rights reserved. [References: 37]