Transient and asymptotic analysis of discrete-time $H_\infty$-filters (Q1383478): Difference between revisions

The authors give sufficient conditions ensuring existence of the finite-horizon $H_\infty$-filter over an arbitrary long time-interval and prove its convergence to the stable time-invariant filter, which is connected with the infinite-horizon filtering problem.

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Mathematics Subject Classification ID

93E11

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finite-horizon $H_\infty$-filter

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MaRDI publication profile

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cites work

Filtering and smoothing in an H/sup infinity / setting

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Game theory approach to state estimation of linear discrete-time processes and its relation to<i>H∞</i>-optimal estimation

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The Discrete Time $H_\infty $ Control Problem with Measurement Feedback

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$H^ \infty$ - optimal control and related minimax design problems. A dynamic game approach

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Linear estimation in Krein spaces. I. Theory

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Linear estimation in Krein spaces. II. Applications

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On the dependence of the solutions of algebraic and differential game Riccati equations on the parameter $\mu$

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H/sub ∞/-differential Riccati equations: convergence properties and finite escape phenomena

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The discrete-time Riccati equation related to the H/sub ∞/ control problem

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On stabilizing properties of solutions of the Riccati difference equation

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On the Time-Varying Riccati Difference Equation of Optimal Filtering

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Q4850020

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Receding horizon revisited: An easy way to robustly stabilize and LTV system

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Q4313691

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Sitelinks

Mathematics(1 entry)

mardi Publication:1383478

@@ Property / author @@
-Paolo Bolzern
@@ Property / author: Paolo Bolzern / rank @@
-Normal rank
@@ Property / author @@
-Colaneri, Patrizio
@@ Property / author: Colaneri, Patrizio / rank @@
-Normal rank
@@ Property / author @@
-De Nicolao, Giuseppe
@@ Property / author: De Nicolao, Giuseppe / rank @@
-Normal rank
@@ Property / reviewed by @@
-Q1267428
@@ Property / reviewed by: Q1267428 / rank @@
-Normal rank
@@ Property / author @@
+Paolo Bolzern
@@ Property / author: Paolo Bolzern / rank @@
+Normal rank
@@ Property / author @@
+Colaneri, Patrizio
@@ Property / author: Colaneri, Patrizio / rank @@
+Normal rank
@@ Property / author @@
+De Nicolao, Giuseppe
@@ Property / author: De Nicolao, Giuseppe / rank @@
+Normal rank
@@ Property / reviewed by @@
+Grigori N. Milstein
@@ Property / reviewed by: Grigori N. Milstein / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Filtering and smoothing in an H/sup infinity / setting
+Normal rank
@@ Property / cites work @@
+Game theory approach to state estimation of linear discrete-time processes and its relation to<i>H∞</i>-optimal estimation
+Normal rank
@@ Property / cites work @@
+The Discrete Time $H_\infty $ Control Problem with Measurement Feedback
+Normal rank
@@ Property / cites work @@
+\(H^ \infty\) - optimal control and related minimax design problems. A dynamic game approach
+Normal rank
@@ Property / cites work @@
+Linear estimation in Krein spaces. I. Theory
@@ Property / cites work: Linear estimation in Krein spaces. I. Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Linear estimation in Krein spaces. II. Applications
+Normal rank
@@ Property / cites work @@
+On the dependence of the solutions of algebraic and differential game Riccati equations on the parameter \(\mu\)
+Normal rank
@@ Property / cites work @@
+H/sub ∞/-differential Riccati equations: convergence properties and finite escape phenomena
+Normal rank
@@ Property / cites work @@
+The discrete-time Riccati equation related to the H/sub ∞/ control problem
+Normal rank
@@ Property / cites work @@
+On stabilizing properties of solutions of the Riccati difference equation
+Normal rank
@@ Property / cites work @@
+On the Time-Varying Riccati Difference Equation of Optimal Filtering
+Normal rank
@@ Property / cites work @@
+Q4850020
@@ Property / cites work: Q4850020 / rank @@
+Normal rank
@@ Property / cites work @@
+Receding horizon revisited: An easy way to robustly stabilize and LTV system
+Normal rank
@@ Property / cites work @@
+Q4313691
@@ Property / cites work: Q4313691 / rank @@
+Normal rank

Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters (Q1383478): Difference between revisions

Latest revision as of 12:17, 28 May 2024

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Sitelinks

Mathematics(1 entry)