A Kind of H2/H∞Filtering Sheme on Deformation Monitoring Data

Abstract

Based on the research of the Kalman filter, a kind of H2/H∞filter is put forward which depends on the model. H2 filter assumes that the noise is white noise, but does not require the statistical properties, also ignores color noise. H∞ filter only considers the non-white and energy- limited noise. It can ensure the accuracy of the filter in worst frequency point, but doesn’t consider the influence of white noise. Synthesizing the advantages and disadvantages of H2 and H∞ filter scheme, H2/H∞hybrid filter devide the noise into the white noise and non-white noise of limited energy. Baed on norm analysis about the noise and system, the optimization index J is adopted as the optimization goal, and its physical meaning is given. The hybrid filter is designed by solving the corresponding Riccati Equation, the simulation and actual calculation example are given. DOI : http://dx.doi.org/10.11591/telkomnika.v12i5.4935