Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters (Q1383478)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters |
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Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters (English)
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11 October 1998
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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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finite-horizon \(H_\infty\)-filter
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