Combining a Genetic Algorithm and Simulated Annealing to Design a Fixed-Order MixedH2/H∞Deconvolution Filter with Missing Observations

Jui-Chung Hung
2008 Journal of Control Science and Engineering  
We introduce a new combination approach to a fixed-order mixedH2/H∞deconvolution filter with missing observations. The missing observations model is based on a probabilistic structure with the probability of the occurrence of missing data modeled as the unknown prior. The aim of the mixedH2/H∞criterion is to achieveH2optimal reconstruction and subject theH∞norm constraint to the transfer function from the channel input to the filter error. For simplicity of implementation, the fixed-order model
more » ... e fixed-order model is interesting for engineers in signal processing and in practical applications. In this situation, the deconvolution filter design becomes a complicated nonlinear estimation problem. In this paper, we combine a genetic algorithm (GA) and simulated annealing (SA) to treat the signal reconstruction problem with missing observations. Finally, a numerical example is presented to illustrate the design procedure and confirm the robustness performance of the proposed method.
doi:10.1155/2008/530803 fatcat:arn7sur3njhthaz6xntt7r6w2m