Robust \(H_{\infty}\) filtering with error variance constraints for discrete time-varying systems with uncertainty

DOI10.1016/S0005-1098(03)00117-1zbMath1022.93046OpenAlexW2112406766MaRDI QIDQ1398392

D. Massart

Publication date: 29 July 2003

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(03)00117-1

zbMATH Keywords

uncertain systemsquadratic stabilitydiscrete time-varying systemsdiscrete Riccati equationerror variance constraintrobust \(H_\infty\)-filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) (H^infty)-control (93B36)

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