Sparse Filtering Under Norm-Bounded Exogenous Disturbances Using Observers

Mikhail Khlebnikov

doi:10.52846/stccj.2022.2.1.29

Authors

Mikhail Khlebnikov V. A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences

DOI:

https://doi.org/10.52846/stccj.2022.2.1.29

Keywords:

linear system, filtering, sparsity, exogenous disturbances, linear matrix inequalities, invariant ellipsoids

Abstract

The paper considers the sparse filtering problem under arbitrary norm-bounded exogenous disturbances. We propose a simple and universal observer-based approach to its solution, based on the LMI technique and the method of invariant ellipsoids; it allows the use of a reduced number of system outputs. From a technical point of view of application, we reduce the original problem to semi-definite programming, which is easily solved numerically. The proposed simple approach is easy to implement and can be equally extended to systems in continuous and discrete time.

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