Research Article
Optimal Finite-Time State Estimation for Discrete-Time Switched Systems under Switching Frequency Constraint
Algorithm 1
Optimal finite-time observer design with minimal bound
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Step 1. Initialize , set a variation value and termination value . | Step 2. Setting , solve optimization problem (22) with fixed . | Step 3. When the optimization problem (22) is solvable for the first time, the value of recorded as . | Then, if , terminate the procedure, otherwise record parameters pair-wisely and | go back to Step 2. | Step 4. Select the with smallest recorded in Step 3. Obtain the locally optimized observer gains and | ascertain the local optimal value of near by an unconstrained nonlinear | optimization approach. |
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