Filtering and smoothing in an H/sup infinity / setting

From MaRDI portal
Revision as of 00:52, 30 January 2024 by Import240129110155 (talk | contribs) (Created automatically from import240129110155)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3984582


DOI10.1109/9.67291zbMath0758.93074MaRDI QIDQ3984582

Pramod P. Khargonekar, Krishna M. Nagpal

Publication date: 27 June 1992

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)


93E11: Filtering in stochastic control theory

93E14: Data smoothing in stochastic control theory


Related Items

Observer design for a class of nonlinear systems, A solution of the filtering and smoothing problems for uncertain-stochastic linear dynamic systems, GuaranteedH? robustness bounds for Wiener filtering and prediction, Filtering for Interconnected Nonlinear Sampled-Data Systems With Parametric Uncertainties, Robust ?? filtering for uncertain Markovian jump linear systems, Robust H ∞ filtering for discrete time-varying uncertain systems with a known deterministic input, Frequency domain design of reduced order observer based H ∞ controllers - a polynomial approach, H ∞ filtering for Markovian jump linear systems, H∞-control and filtering with initial uncertainty for time-varying systems, Adaptive robust H filter design for linear systems with time-varying uncertainty, \(H^\infty\) filtering of nonlinear systems with sampled measurements, An LMI approach to periodic discrete-time unbiased filtering, Evolutionary programming Kalman filter, Robust \(\mathcal{H}_\infty\) filter design with pole constraints for discrete-time systems, Robust reduced order unbiased filtering for uncertain systems, An \(l_ 2\)-stable feedback structure for nonlinear adaptive filtering and identification, Finite escapes and convergence properties of guaranteed-cost robust filters, \(H_ \infty\) filtering for a class of uncertain nonlinear systems, Resilient linear filtering of uncertain systems, Robust \(H_\infty \) filter design for uncertain fuzzy neutral systems, Central suboptimal \(H_\infty\) filter design for linear time-varying systems with state or measurement delay, Delay-dependent robust \(H_\infty\) filtering for uncertain neutral stochastic time-delay systems, \(H_\infty\) fuzzy filtering for discrete-time nonlinear systems via fuzzy Lyapunov function approach, A generalized parameter-dependent approach to robust \(H _{\infty }\) filtering of stochastic systems, Interpolation approach to \(H^{\infty}\) estimation and its interconnection to loop transfer recovery, Guaranteed state estimation by zonotopes, Robust \(H_{\infty}\) filtering for a class of nonlinear discrete-time Markovian jump systems, Tradeoff between mean-square and worst-case performances in adaptive filtering. With a discussion by Ali H. Sayed and comments by the authors., Robust observers for neutral jumping systems with uncertain information, Reduced-order \(H_{\infty}\) filtering for singular systems, \(H_{\infty}\) filtering of discrete-time fuzzy systems via basis-dependent Lyapunov function approach, Minimax FIR smoothers for deterministic continuous-time state space models, \(H_{\infty }\) filtering for discrete-time systems with randomly varying sensor delays, Robust \(H_\infty\) exponential filtering for uncertain stochastic time-delay systems with Markovian switching and nonlinearities, Direct design from data of optimal filters for LPV systems, A time domain approach to robust fault detection of linear time-varying systems, \(H_\infty \) filtering of network-based systems with random delay, Robust filtering for deterministic systems with implicit outputs, New delay-dependent \(L_2 - L_{\infty }\)filter design for stochastic time-delay systems, Optimal unbiased reduced order filtering for discrete-time descriptor systems via LMI, New \(\mathcal H_{2}\) filter for uncertain singular systems using strict LMIs, Stability and implementable \(\mathbb H_{\infty }\) filters for singular systems with nonlinear perturbations, A new sequential data assimilation method, Estimation and control with bounded data uncertainties, Simultaneous \(H^{\infty}\) control of a finite collection of linear plants with a single nonlinear digital controller, \(H_ \infty\) filtering for linear periodic systems with parameter uncertainty, Bounds on solutions to \(\mathcal H _ \infty\) algebraic Riccati equations and \(\mathcal H _ 2\) properties of \(\mathcal H _ \infty\) central solutions, Optimal unbiased filtering via linear matrix inequalities, Fixed-order robust filtering for linear uncertain systems, Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters, On the \(H^{\infty}\) fixed-lag smoothing: How to exploit the information preview., On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions, Robust filtering and feedforward control based on probabilistic descriptions of model errors, Robust \({\mathcal H}_\infty\)-filtering design with pole placement constraint via linear matrix inequalities, Robust \(H_{\infty}\) filtering for uncertain impulsive stochastic systems under sampled measurements, An innovation approach to \(H_{\infty}\) prediction for continuous-time systems with application to systems with delayed measurements, On optimal \(\ell^ \infty\) to \(\ell^ \infty\) filtering, Parameter identification for uncertain plants using \(H^ \infty\) methods, Trade-offs in linear filter design, Optimal deconvolution filter design under parameters perturbation in transmission channels, Robust nonlinear \(\mathcal H_ \infty\) filtering, Non-fragile \(H_\infty \) filter design for linear continuous-time systems, Min-max Kalman filtering, Reduced-order \(H_{\infty}\) filtering for linear systems with Markovian jump parameters, \(H_\infty \) filtering for discrete-time systems with time-varying delay, Robust Kalman filtering for uncertain discrete-time systems with probabilistic parameters bounded within a polytope, \(H_{\infty}\) fixed-lag smoothing for discrete linear time-varying systems, Robust information filter for decentralized estimation, Robust \(\mathcal H_{\infty}\) reduced order filtering for uncertain bilinear systems, Robust filtering for uncertain systems with sampled measurements, Robust H ∞ filtering for a class of non-linear systems with state delay and parameter uncertainty, A distributed algorithm for H-infinity fixed-lag smoothing, RobustHfiltering for uncertain discrete piecewise time-delay systems, Robust filter design for piecewise discrete-time systems with time-varying delays, Mixed ℋ︁2/ℋ︁nonlinear filtering, Robust discrete-time Hfiltering with uncertain initial state, Unnamed Item