Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters

DOI10.1016/S0947-3580(97)70089-XzbMath0896.93032MaRDI QIDQ1383478

Paolo Bolzern, De Nicolao, Giuseppe, Colaneri, Patrizio

Publication date: 11 October 1998

Published in: European Journal of Control (Search for Journal in Brave)

zbMATH Keywords

finite-horizon \(H_\infty\)-filter

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C55: Discrete-time control/observation systems

93B36: (H^infty)-control

Related Items

Asymptotic behavior of periodic \(H_\infty\) a posteriori filters, Root mean square gain of discrete-time switched linear systems under Dwell time constraints, Discussion on: `Discrete-time Riccati equations in open-loop Nash and Stackelberg games' by G. Freiling, G. Jank and H. Abou-Kandil., Switched periodic systems in discrete time: stability and input–output norms, Robust and Efficient Slam Via CompressedH_∞Filtering, Robust discrete-time H_∞filtering with uncertain initial state

Cites Work

• Unnamed Item
• Unnamed Item
• \(H^ \infty\) - optimal control and related minimax design problems. A dynamic game approach
• Receding horizon revisited: An easy way to robustly stabilize and LTV system
• On the dependence of the solutions of algebraic and differential game Riccati equations on the parameter \(\mu\)
• On stabilizing properties of solutions of the Riccati difference equation
• H/sub ∞/-differential Riccati equations: convergence properties and finite escape phenomena
• Filtering and smoothing in an H/sup infinity / setting
• The Discrete Time $H_\infty $ Control Problem with Measurement Feedback
• Game theory approach to state estimation of linear discrete-time processes and its relation toH∞-optimal estimation
• On the Time-Varying Riccati Difference Equation of Optimal Filtering
• The discrete-time Riccati equation related to the H/sub ∞/ control problem
• Linear estimation in Krein spaces. I. Theory
• Linear estimation in Krein spaces. II. Applications