Generalized Dissipativity-Based Receding Horizon FIR Filtering with Deadbeat Property

Choon Ki Ahn; Yuriy S. Shmaliy; Peng Shi

doi:10.1109/TCSII.2016.2623644

Generalized Dissipativity-Based Receding Horizon FIR Filtering with Deadbeat Property

Choon Ki Ahn, Yuriy S. Shmaliy, Peng Shi

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

This paper proposes a new approach to designing the receding horizon finite impulse response (FIR) filter based on the generalized dissipativity concept. A new sufficient condition is established in the form of the linear matrix inequality (LMI) and linear matrix equality (LME) for generalized dissipative FIR filtering with deadbeat property. In contrast to the existing works on FIR filtering, this paper presents the <formula> <tex>$H_{\infty}$</tex> </formula> FIR filter, the <formula> <tex>$l_{2}-l_{\infty}$</tex> </formula> FIR filter, the passive FIR filter, and the <formula> <tex>$(\cal{Q}, \cal{S}, \cal{R})-\alpha$</tex> </formula>-dissipative FIR filter in a unified framework. A design condition for the generalized dissipative FIR filter (GDFF) without LME is also discussed. By means of a numerical example, it is shown that the developed approach provides an FIR filter with more robustness against unpredictable short-time model changes than the existing ones.

Original language	English
Journal	IEEE Transactions on Circuits and Systems II: Express Briefs
DOIs	https://doi.org/10.1109/TCSII.2016.2623644
Publication status	Accepted/In press - 2020

Keywords

Estimation
Finite impulse response filters
Generalized dissipativity
Linear matrix inequalities
Robustness
deadbeat property
finite impulse response (FIR) filtering
state estimation

ASJC Scopus subject areas

Electrical and Electronic Engineering

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10.1109/TCSII.2016.2623644

Cite this

@article{a0b17879ded74ebfa8805de630647598,

title = "Generalized Dissipativity-Based Receding Horizon FIR Filtering with Deadbeat Property",

abstract = "This paper proposes a new approach to designing the receding horizon finite impulse response (FIR) filter based on the generalized dissipativity concept. A new sufficient condition is established in the form of the linear matrix inequality (LMI) and linear matrix equality (LME) for generalized dissipative FIR filtering with deadbeat property. In contrast to the existing works on FIR filtering, this paper presents the $H_{\infty}$ FIR filter, the $l_{2}-l_{\infty}$ FIR filter, the passive FIR filter, and the $(\cal{Q}, \cal{S}, \cal{R})-\alpha$ -dissipative FIR filter in a unified framework. A design condition for the generalized dissipative FIR filter (GDFF) without LME is also discussed. By means of a numerical example, it is shown that the developed approach provides an FIR filter with more robustness against unpredictable short-time model changes than the existing ones.",

keywords = "Estimation, Finite impulse response filters, Generalized dissipativity, Linear matrix inequalities, Robustness, deadbeat property, finite impulse response (FIR) filtering, state estimation",

author = "Ahn, {Choon Ki} and Shmaliy, {Yuriy S.} and Peng Shi",

note = "Publisher Copyright: IEEE",

year = "2020",

doi = "10.1109/TCSII.2016.2623644",

language = "English",

journal = "IEEE Transactions on Circuits and Systems I: Regular Papers",

issn = "1549-8328",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

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T1 - Generalized Dissipativity-Based Receding Horizon FIR Filtering with Deadbeat Property

AU - Ahn, Choon Ki

AU - Shmaliy, Yuriy S.

AU - Shi, Peng

N1 - Publisher Copyright: IEEE

PY - 2020

Y1 - 2020

N2 - This paper proposes a new approach to designing the receding horizon finite impulse response (FIR) filter based on the generalized dissipativity concept. A new sufficient condition is established in the form of the linear matrix inequality (LMI) and linear matrix equality (LME) for generalized dissipative FIR filtering with deadbeat property. In contrast to the existing works on FIR filtering, this paper presents the $H_{\infty}$ FIR filter, the $l_{2}-l_{\infty}$ FIR filter, the passive FIR filter, and the $(\cal{Q}, \cal{S}, \cal{R})-\alpha$ -dissipative FIR filter in a unified framework. A design condition for the generalized dissipative FIR filter (GDFF) without LME is also discussed. By means of a numerical example, it is shown that the developed approach provides an FIR filter with more robustness against unpredictable short-time model changes than the existing ones.

AB - This paper proposes a new approach to designing the receding horizon finite impulse response (FIR) filter based on the generalized dissipativity concept. A new sufficient condition is established in the form of the linear matrix inequality (LMI) and linear matrix equality (LME) for generalized dissipative FIR filtering with deadbeat property. In contrast to the existing works on FIR filtering, this paper presents the $H_{\infty}$ FIR filter, the $l_{2}-l_{\infty}$ FIR filter, the passive FIR filter, and the $(\cal{Q}, \cal{S}, \cal{R})-\alpha$ -dissipative FIR filter in a unified framework. A design condition for the generalized dissipative FIR filter (GDFF) without LME is also discussed. By means of a numerical example, it is shown that the developed approach provides an FIR filter with more robustness against unpredictable short-time model changes than the existing ones.

KW - Estimation

KW - Finite impulse response filters

KW - Generalized dissipativity

KW - Linear matrix inequalities

KW - Robustness

KW - deadbeat property

KW - finite impulse response (FIR) filtering

KW - state estimation

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U2 - 10.1109/TCSII.2016.2623644

DO - 10.1109/TCSII.2016.2623644

M3 - Article

AN - SCOPUS:85018472729

SN - 1549-8328

JO - IEEE Transactions on Circuits and Systems I: Regular Papers

JF - IEEE Transactions on Circuits and Systems I: Regular Papers

ER -

Generalized Dissipativity-Based Receding Horizon FIR Filtering with Deadbeat Property

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Keywords

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