New conditions for the convergence of H/sub ∞/ filters and predictors (Q4506881)

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scientific article; zbMATH DE number 1518404
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New conditions for the convergence of H/sub ∞/ filters and predictors
scientific article; zbMATH DE number 1518404

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    New conditions for the convergence of H/sub ∞/ filters and predictors (English)
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    17 October 2000
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    asymptotic analysis
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    finite-horizon \(H_\infty\) filtering
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    discrete-time
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    Riccati equation
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