Further Results on Induced l(infinity) RH FIR Filtering

Abstract

The first results on the induced l(infinity) receding horizon (RH) finite impulse response (FIR) filtering were obtained by Ahn for a nonsingular system matrix without consideration of external control input, which limited the area of applications. This brief discusses a new design condition for the induced l(infinity) RH FIR filter applied to model with an arbitrary system matrix and external control input. Based upon this result, a correspondence is found between the induced l(infinity) RH FIR filter and the H infinity RH FIR filter. Higher robustness of the proposed filter against uncertainties in the system matrix is shown in a comparison with the existing induced l(infinity) RH filter, which has an infinite impulse response.