Algorithms for optimal estimation by the \(H^ \infty\)-criterion for systems with square-summable and square-integrable actions (Q1900776)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Algorithms for optimal estimation by the \(H^ \infty\)-criterion for systems with square-summable and square-integrable actions |
scientific article |
Statements
Algorithms for optimal estimation by the \(H^ \infty\)-criterion for systems with square-summable and square-integrable actions (English)
0 references
24 October 1995
0 references
The authors study an \(H^\infty\) problem for a --- nonautonomous --- linear system. The problem consists in building filters for systems with square-summable or square integrable actions. The authors propose two algorithms in the discrete case and one algorithm in the continuous case. As it is often the case in optimal control problems, the problem is reduced to obtaining solutions to suitable Riccati equations.
0 references
\(H^ \infty\) problem
0 references
filters
0 references
Riccati equation
0 references