7.4 Sparse Structured H∞ Filter Design
In this section, the non-fragile H∞ filtering problem with sparse structure is studied.
First, a sparse structure is defined. Consider system (7.1) and a full-order filter given by
where ξ(k) ∈ Rn is the filter state, zF(k) is the estimation of z(k), and the constant matrices AF, BF, and CF are filter matrices to be designed.
First, a method of finding a class of feasible sparse structures for the designed filter to meet a prescribed H∞ performance requirement is presented as follows.
Let filter gain matrices AF,
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