Eigenvalue problems of linear Hamiltonian systems arising from H-infinity filtering

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	Eigenvalue problems of linear Hamiltonian systems arising from H-infinity filtering
	Wu, Z. G.; Gao, Q.
发表期刊	JOURNAL OF SOUND AND VIBRATION
	2007-07-24
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
推荐引用方式 GB/T 7714	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.