Sparse H2 optimal filter design via convex optimization
Sparse H2 optimal filter design via convex optimization
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通过凸优化的稀疏 H2 最优滤波器设计
DOI：
10.1109/acc.2014.6859000
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发表时间：
2014
期刊：
影响因子：
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通讯作者：
M. Sznaier
中科院分区：
文献类型：
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作者：
Jose A. Lopez;Yin Wang;M. Sznaier
本文考虑了具有稀疏结构约束的H2滤波器的综合问题，即在计算给定输出的估计值时可以使用哪些输入的约束。本文的主要结果表明，与稀疏控制器的情况相反，满足给定稀疏模式的滤波器存在的充要条件与有限个线性方程组解的存在有关。此外，当问题可行时，然后可以使用凸优化来解决它，并且目标函数表现出类似于“分离”的结构，该结构清楚地指示稀疏的代价。
This paper considers the problem of synthesizing H2 filters subject to sparsity constraints on their structure, that is, constraints on which inputs can be used when computing the estimated value of a given output. The main result of the paper shows that, contrary to the sparse controller case, the necessary and sufficient condition for the existence of filters satisfying a given sparsity pattern is related to the existence of solutions to a finite set of linear equations. Further, when the problem is feasible, then it can be solved using convex optimization and the objective function exhibits a “separation” like structure that clearly indicates the cost of sparsity.