Sparse Filtering Under Norm-Bounded Exogenous Disturbances Using Observers


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



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


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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How to Cite

M. Khlebnikov, “Sparse Filtering Under Norm-Bounded Exogenous Disturbances Using Observers”, Syst. Theor. Control Comput. J., vol. 2, no. 1, pp. 1–7, Jun. 2022.