High Performance Computing of SDRE models with Discrete Kalman Filtering for Robust $H_{\infty}$-Controls (Q7360731)
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| English | High Performance Computing of SDRE models with Discrete Kalman Filtering for Robust $H_{\infty}$-Controls |
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High Performance Computing of SDRE models with Discrete Kalman Filtering for Robust $H_{\infty}$-Controls (English)
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29 September 2026
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math.NA
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Yunfeng Cai
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Tiexiang Li
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Wen-Wei Lin
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Junxin Zhang
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We derive a computable sufficient attenuation bound for positive-semidefinite stabilizing Riccati solutions in projected-channel $H_\infty$ control and combine it with a discrete Kalman recursion to obtain closed-loop stability.
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