H filtering via convex optimization

DOI10.1080/002071797224793zbMath0870.93041OpenAlexW2118486818MaRDI QIDQ3127939

Poo Gyeon Park, Thomas Kailath

Publication date: 13 April 1997

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

Full work available at URL: https://doi.org/10.1080/002071797224793

zbMATH Keywords

linear matrix inequalitybounded real lemma\(\varepsilon\)-optimal \(H_ \infty\) filtering problem\(H_ \infty\) filtering problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear inequalities of matrices (15A39) (H^infty)-control (93B36)

Related Items (8)

Reduced-order \(H_{\infty}\) filtering for singular systems ⋮ Delay-dependent \(H_{\infty}\) filtering for singular time-delay systems ⋮ Robust filtering with guaranteed energy-to-peak performance -- \({\mathcal LMI}\) approach ⋮ An LMI approach to periodic discrete-time unbiased filtering ⋮ Explicit formulas for LMI-based \(H_2\) filtering and deconvolution ⋮ Continuous-time periodic \(H_\infty\) filtering via LMI ⋮ \(l_2-l_\infty\) filtering for multirate systems based on lifted models ⋮ Robust \({\mathcal H}_\infty\)-filtering design with pole placement constraint via linear matrix inequalities

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