Hankel-Norm Approach to Robust FIR Estimation of Dynamic Systems Under External Disturbances

We propose and develop a new Hankel-norm approach to the robust receding horizon (RH) finite impulse response (FIR) filter design in discrete-time state space under intensive external disturbances. A new condition is developed for the RH Hankel-norm FIR filter (HNFF) design based on the linear matrix inequality and an equality constraint. The proposed RH HNFF ensures unwanted memory reduction and reduces the effect of memory on errors caused by past disturbances. Another condition is also examined to avoid using the equality constraint. The approach is tested and compared with existing filters based on a numerical example to verify its high robustness against unpredictable model changes for an F-404 turbofan engine system model. An experimental study on the one-degree-of-freedom torsion system is also provided to demonstrate its validity.