WSEAS Transactions on Systems
Print ISSN: 1109-2777, E-ISSN: 2224-2678
Volume 24, 2025
Gain Computation for Batch $$H_{2}$$-FIR Filtering of Predictive Uncertain Disturbed Models using LMI
Authors: , ,
Abstract: The gain for the receding horizon (RH) $$H_{2}$$ finite impulse response (FIR) filter is derived using linear
matrix inequality (LMI) under uncertainties, disturbances, initial, and measurement errors. The RH $$H_{2}$$-FIR filter
is developed by minimizing the squared Frobenius norm of the weighted error-to-error transfer function, where
the weights are related to errors. The filter is tested by a harmonic model with an uncertain system matrix, and its
higher accuracy is shown against the OFIR, Kalman, maximum likelihood FIR, and unbiased FIR (UFIR) filters.