An innovation approach to \(H_{\infty}\) prediction for continuous-time systems with application to systems with delayed measurements

DOI10.1016/J.AUTOMATICA.2004.02.016zbMath1051.93030DBLPjournals/automatica/ZhangZX04OpenAlexW2044184066WikidataQ57811760 ScholiaQ57811760MaRDI QIDQ1883136

Yanyan Li

Publication date: 1 October 2004

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2004.02.016

zbMATH Keywords

Riccati equationsContinuous-time systems\(H_{\infty}\) predictionDelayed systemsInnovation analysis

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) (H^infty)-control (93B36)

Related Items (11)

Stabilization of some linear systems with both state and input delays ⋮ Truncated predictor feedback for linear systems with long time-varying input delays ⋮ Semi-global stabilization of linear time-delay systems with control energy constraint ⋮ Robust \(\mathcal H_\infty\) filtering for nonlinear stochastic systems with uncertainties and Markov delays ⋮ \(H _{\infty }\) filtering for systems with delays and time-varying nonlinear parameters ⋮ Krein space-based \(H_{\boldsymbol{\infty}}\) fault estimation for discrete time-delay systems ⋮ Linear quadratic regulation for linear time-varying systems with multiple input delays ⋮ Optimal Estimation of A Class of Linear Time‐Delay Uncertain Systems ⋮ Kalman filtering for time-delayed linear systems ⋮ Kalman filtering for multiple time-delay systems ⋮ Observer based output feedback control of linear systems with input and output delays

Cites Work

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• \(H^ \infty\) - optimal control and related minimax design problems. A dynamic game approach
• The generalized \(H_ 2\) control problem
• H/sub infinity / control and filtering for sampled-data systems
• Filtering and smoothing in an H/sup infinity / setting
• ${\cal H}_\infty$ Control and Estimation Problems with Delayed Measurements: State-Space Solutions
• ℋ/sub ∞/ filtering for continuous-time linear systems with delay
• A new H/sub ∞/ filter design for linear time delay systems

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