@article{Ren2023, 
author = {Xiaoyu Ren and Ting Hou},
title = {Pareto optimal filter design with hybrid        H          2            /        H          ∞       optimization},
year = {2023},
journal = {Mathematical Modelling and Control},
volume = {3},
number = {2},
pages = {80-87},
keywords = {LMIs, H2/H∞ filter, Pareto optimality solutions, multi-objective problem},
url = {https://www.sciopen.com/article/10.3934/mmc.2023008},
doi = {10.3934/mmc.2023008},
abstract = {In this article, we study the Pareto optimal        H          2       /       H          ∞       filter design problem for a generalization of discrete-time stochastic systems. By constructing the estimation equation of the given systems with the estimated signal, a filter error estimation system is obtained. The aim is to obtain a gain matrix        K          ⋆       that optimizes both performance indicators we set. To deal with this problem, two different upper bounds for two performance indicators are given respectively. The optimal problem therefore is transformed into a Pareto optimal problem with linear matrix inequalities (   L  M  I  s) which can be addressed through the    L  M  I toolbox in    M  A  T  L  A  B.}
}