LMIs in Control/pages/discrete time mixed h2 hinf optimal observer

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LMIs in Control/pages/discrete time mixed h2 hinf optimal observer

The System[edit]

Where it is assumed that : is detectable.

The Data[edit]

The matrices .

The Optimization Problem[edit]

An observer of the form:

is to be designed, where is the observer gain.

Defining the error state , the error dynamics are found to be


and the performance output is defined as


The observer gain is to be designed to minimize the norm of the closed loop transfer matrix from the exogenous input to the performance output is less than , where

The LMI: Discrete-Time Mixed H2-Hinf-Optimal Observer[edit]

The discrete-time mixed--optimal observer gain is synthesized by solving for , , , and that minimize J subject to ,


The mixed--optimal observer gain is recovered by , the norm of is less than , and the norm of is less than .


WIP! NEEDS TO BE UPDATED: THE CURRENTLY LINKED CODE IS FOR DISCRETE TIME H2 OPTIMAL OBSERVER: https://github.com/rezajamesahmed/LMImatlabcode/blob/master/Discrete_Time_H2_Optimal_Observer_LMIs_Wikibook_Example.m

Related LMIs[edit]

Discrete-Time Mixed H2-H∞-Optimal Observer//

Discrete-Time H∞-Optimal Observer//

External Links[edit]

A list of references documenting and validating the LMI.

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