Quantised H_∞ filter design for discrete-time systems

Abstract

This article is concerned with the quantised H _∞ filtering problem for discrete-time systems. The quantiser considered here is dynamic and composed of a dynamic scaling and a static quantiser. Motivated by practical transmission channels requirements, the static quantiser ranges are fully considered in this article. A quantised H _∞ filter design strategy is proposed, taking quantiser errors into account, where a convex optimisation method is developed to minimise static quantiser ranges with meeting H _∞ performance requirement for quantised augmented systems. A numerical example is given to illustrate the effectiveness of the proposed filter design method.

Keywords:

• linear systems
• H _∞ filtering
• dynamic quantiser
• optimisation
• LMI

Acknowledgements

This work was supported in part by the Funds for Creative Research Groups of China (No. 60521003), the State Key Program of National Natural Science of China (Grant No. 60534010), the Funds of National Science of China (Grant No. 60674021), the Funds of PhD program of MOE, China (Grant No. 20060145019) and the 111 Project (B08015).