Academic Editor: Victor S. Kozyakin
Copyright © 2012 Chuanbo Wen et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
This paper deals with the robust filtering problem for linear discrete-time constrained systems. The purpose is the design of a linear filter such that the resulting error system is bounded. An orthogonal factorization is used to decompose the original robust filtering problem into stochastic and deterministic parts, which are then solved separately. Finally, a numerical example is presented to demonstrate the applicability of the proposed method.