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

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.

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Zaprezentowano metodę numeryczną rozwiązywania równania MFARE (Modified Filter Algebraic Riccati Equation). Badano dwie metody – iterację gamma i przepisywanie równania w postać Linear Matrix Inequantities.

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Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2019).