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Eigenvalue problems of linear Hamiltonian systems arising from H-infinity filtering
Wu, Z. G.; Gao, Q.
2007-07-24
发表期刊JOURNAL OF SOUND AND VIBRATION
卷号304期号:3-5页码:450-465
文章类型Article
摘要From the viewpoint of differential eigenvalue problem of Hamiltonian system, a linear finite-time H-infinity filtering problem can be addressed by computing eigenvalue and solving Riccati differential equation of an associated linear Hamiltonian system. This paper shows how a problem of determining the minimum induced norm of the H-infinity filter is formulated as a Hamiltonian differential eigenvalue problem. The H-infinity filters concerned here include central filter, perturbed filter and decentralised filter. The methods presented in the paper are based on characteristics of eigensolution of the corresponding Hamiltonian system and Riccati differential equation. With eigensolution of the Hamiltonian system arising from the central H-infinity filtering problem, variational methods are proposed to compute eigenvalues of perturbed Hamiltonian systems and large-scale Hamiltonian systems derived from perturbed H-infinity filters and decentralised H-infinity filters, respectively. Then, eigenvalues can be obtained by calculating stationary values of corresponding extended Rayleigh's quotient with dual argument functions, which is essentially different from the well-known Rayleigh's quotient of Lagrange systems with only one independent argument function. Numerical examples are also presented to illustrate the variational approaches presented in this paper. (c) 2007 Elsevier Ltd. All rights reserved.
WOS标题词Science & Technology ; Technology
关键词[WOS]STATE-FEEDBACK ; COMPUTATION
收录类别SCI
语种英语
WOS研究方向Acoustics ; Engineering ; Mechanics
WOS类目Acoustics ; Engineering, Mechanical ; Mechanics
WOS记录号WOS:000247308900002
引用统计
被引频次:1[WOS]   [WOS记录]     [WOS相关记录]
文献类型期刊论文
条目标识符http://ir.ia.ac.cn/handle/173211/9454
专题09年以前成果
作者单位1.Dalian Univ Technol, State Key Lab Struct Anal Ind Equipment, Dalian 116023, Peoples R China
2.Chinese Acad Sci, Key Lab Complex Syst & Intelligence Sci, Beijing 100080, Peoples R China
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Wu, Z. G.,Gao, Q.. Eigenvalue problems of linear Hamiltonian systems arising from H-infinity filtering[J]. JOURNAL OF SOUND AND VIBRATION,2007,304(3-5):450-465.
APA Wu, Z. G.,&Gao, Q..(2007).Eigenvalue problems of linear Hamiltonian systems arising from H-infinity filtering.JOURNAL OF SOUND AND VIBRATION,304(3-5),450-465.
MLA Wu, Z. G.,et al."Eigenvalue problems of linear Hamiltonian systems arising from H-infinity filtering".JOURNAL OF SOUND AND VIBRATION 304.3-5(2007):450-465.
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