### Abstract

Original language | Undefined |
---|---|

Pages | 3454-3459 |

Number of pages | 6 |

Publication status | Published - 2004 |

Event | 2004 American Control Conference, ACC 2004 - Boston, United States Duration: 30 Jun 2004 → 2 Jul 2004 |

### Conference

Conference | 2004 American Control Conference, ACC 2004 |
---|---|

Abbreviated title | ACC |

Country | United States |

City | Boston |

Period | 30/06/04 → 2/07/04 |

### Keywords

- IR-69070
- EWI-16655

### Cite this

*Analysis, design, and performance limitations of H*. 3454-3459. Paper presented at 2004 American Control Conference, ACC 2004, Boston, United States.

_{2}optimal filtering in the presence of an additional input with known frequency}

_{2}optimal filtering in the presence of an additional input with known frequency' Paper presented at 2004 American Control Conference, ACC 2004, Boston, United States, 30/06/04 - 2/07/04, pp. 3454-3459.

**Analysis, design, and performance limitations of H _{2} optimal filtering in the presence of an additional input with known frequency.** / Saberi, Ali; Stoorvogel, Antonie Arij; Sannuti, Peddapullaiah.

Research output: Contribution to conference › Paper › Academic › peer-review

TY - CONF

T1 - Analysis, design, and performance limitations of H2 optimal filtering in the presence of an additional input with known frequency

AU - Saberi, Ali

AU - Stoorvogel, Antonie Arij

AU - Sannuti, Peddapullaiah

PY - 2004

Y1 - 2004

N2 - The standard $H_2$ optimal filtering problem considers the estimation of a certain output based on the measured output when the input is a zero mean white noise stochastic process of known intensity. In this paper, the inputs are considered to be of two types. The first type of input, as in standard $H_2$ optimal filtering, is a zero mean wide sense stationary white noise, while the second type is a linear combination of sinusoidal signals each of which has an unknown amplitude and phase but known frequency. Under such inputs, a generalized $H_2$ optimal filtering problem is formulated here. As in the standard $H_2$ optimal filtering problem, the generalized $H_2$ optimal filtering problem seeks to find a linear stable unbiased filter (called the generalized $H_2$ optimal filter) that estimates a desired output while utilizing the measured output such that the $H_2$ norm of the transfer matrix from the white noise input to the estimation error is minimized. The analysis, design, and performance limitations of generalized $H_2$ optimal filters are presented here.

AB - The standard $H_2$ optimal filtering problem considers the estimation of a certain output based on the measured output when the input is a zero mean white noise stochastic process of known intensity. In this paper, the inputs are considered to be of two types. The first type of input, as in standard $H_2$ optimal filtering, is a zero mean wide sense stationary white noise, while the second type is a linear combination of sinusoidal signals each of which has an unknown amplitude and phase but known frequency. Under such inputs, a generalized $H_2$ optimal filtering problem is formulated here. As in the standard $H_2$ optimal filtering problem, the generalized $H_2$ optimal filtering problem seeks to find a linear stable unbiased filter (called the generalized $H_2$ optimal filter) that estimates a desired output while utilizing the measured output such that the $H_2$ norm of the transfer matrix from the white noise input to the estimation error is minimized. The analysis, design, and performance limitations of generalized $H_2$ optimal filters are presented here.

KW - IR-69070

KW - EWI-16655

M3 - Paper

SP - 3454

EP - 3459

ER -

_{2}optimal filtering in the presence of an additional input with known frequency. 2004. Paper presented at 2004 American Control Conference, ACC 2004, Boston, United States.