Numerical methods for solving the modified filter algebraic riccati equation for H-infinity filtering

Publication Name: Przeglad Elektrotechniczny

Publication Date: 2019-01-01

Volume: 95

Issue: 4

Page Range: 9-15

Description:

This paper presents numerical methods for solving the Modified Filter Algebraic Riccati Equation (MFARE) for synthesis of H-infinity fault detection filters. Two methods are presented, namely the gamma-iteration and then rewriting the MFARE in Linear Matrix Inequalities (LMIs) and casting it as a convex optimization problem. Each algorithm has to ensure the condition for a global convergence and also has to deliver an optimal solution. Not at least the computational cost has to be as small as possible.

Open Access: Yes

DOI: 10.15199/48.2019.04.02

Authors - 1