Reduced-Order Filter Design for Discrete-Time Systems Corrupted with Multiplicative Noise

2010 ◽  
Vol 33 (4) ◽  
pp. 1287-1293 ◽  
Author(s):  
Adrian-Mihail Stoica ◽  
Mihai Barbelian ◽  
Valentin Pana ◽  
Claudiu Dragasanu
Keyword(s):  
Discrete Time ◽  
Multiplicative Noise ◽  
Filter Design ◽  
Reduced Order ◽  
Order Filter ◽  
Discrete Time Systems ◽  
Time Systems

Filtering discrete-time systems with multiplicative noise in L2 spaces with applications

2021 ◽  
pp. 1-1
Author(s):  
Filippo Cacace ◽  
Massimiliano drAngelo ◽  
Vittorio De Iuliis ◽  
Alfredo Germani
Keyword(s):  
Discrete Time ◽  
Multiplicative Noise ◽  
Discrete Time Systems ◽  
Time Systems

scholarly journals Optimal Robust Fault Detection for Linear Discrete Time Systems

2008 ◽  
Vol 2008 ◽  
pp. 1-16 ◽  
Author(s):  
Nike Liu ◽  
Kemin Zhou
Keyword(s):  
Fault Detection ◽  
Discrete Time ◽  
Filter Design ◽  
Algebraic Riccati Equation ◽  
Optimization Criteria ◽  
Robust Detection ◽  
Discrete Time Systems ◽  
Robust Fault Detection ◽  
Time Systems ◽  
Detection Filter

This paper considers robust fault-detection problems for linear discrete time systems. It is shown that the optimal robust detection filters for several well-recognized robust fault-detection problems, such asℋ−/ℋ∞,ℋ2/ℋ∞, andℋ∞/ℋ∞problems, are the same and can be obtained by solving a standard algebraic Riccati equation. Optimal filters are also derived for many other optimization criteria and it is shown that some well-studied and seeming-sensible optimization criteria for fault-detection filter design could lead to (optimal) but useless fault-detection filters.

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