Steady-state Kalman filtering with an H_ error bound
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DOI10.1016/0167-6911(89)90089-3zbMATH Open0684.93081OpenAlexW2053756059MaRDI QIDQ1825849FDOQ1825849
Authors: Dennis S. Bernstein, Wassim M. Haddad 
Publication date: 1989
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(89)90089-3
Recommendations
Kalman filterHankel norm\(H_{\infty }\) estimation-error\(L_ 2\) state- estimation errorcovariance Lyapunov equationestimator design problem
Filtering in stochastic control theory (93E11) Matrix equations and identities (15A24) Banach algebras of differentiable or analytic functions, (H^p)-spaces (46J15)
Cites Work
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Cited In (49)
- Variance-constrained multiobjective control and filtering for nonlinear stochastic systems: a survey
- Delay-range-dependent \(L_{2}-L_{\infty }\) filtering for stochastic systems with time-varying interval delay
- Robust \(l_{2}-l_{\infty}\) filter for uncertain discrete-time switched time-delay systems
- Robust ?? filtering for uncertain Markovian jump linear systems
- Finite-time \(H_\infty\) filtering for discrete-time singular Markovian jump systems with time delay and input saturation
- Full and reduced-order observer-based controller design forH2-optimization
- \(H_{\infty}\) filtering for singular Markovian jump systems with time delay
- Robust filtering for a class of nonlinear stochastic systems with probability constraints
- Robust, reduced-order, nonstrictly proper state estimation via the optimal projection equations with Petersen-Hollot bounds
- Anisotropy-based suboptimal filtering for the linear discrete time-invariant systems
- \(H_\infty\) filtering for stochastic systems with time-varying delay
- Mixed norm \(\mathcal{H}_2/\mathcal{H}_\infty\) and entropy covariance control: a convex optimisation approach
- Mixed-norm \(H_ 2/H_{\infty}\) regulation and estimation: The discrete- time case
- Reduced-order filtering design for non-linear systems with \(H^{\infty }\) setting
- \(H_\infty\) filtering for nonlinear singular Markovian jumping systems with interval time-varying delays
- Modeling and control of a rail-type mobile robotic work platform
- Robust \(H_{\infty }\)-filter design for neutral stochastic uncertain systems with time-varying delay
- \(L_{2} - L_{\infty }\) filtering for Markovian jump systems with time-varying delays and partly unknown transition probabilities
- Parameter uncertainty in the Kalman-Bucy filter
- Trade-offs in linear filter design
- Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty
- Robust \(H_{\infty}\) filtering with error variance constraints for discrete time-varying systems with uncertainty
- Robust \(H_\infty\) filtering for a class of uncertain Markovian jump systems with time delays
- Robust \({\mathcal H}_\infty\)-filtering design with pole placement constraint via linear matrix inequalities
- H/sup ∞/ bounds for least-squares estimators
- \(H_ \infty\) filtering for a class of uncertain nonlinear systems
- \(H_{\infty}\) fuzzy filtering for nonlinear singular systems with time-varying delay
- Observer design methodology for stochastic and deterministic robustness
- Filtering for Interconnected Nonlinear Sampled-Data Systems With Parametric Uncertainties
- Error variance-constrained \(\mathcal{H}_{\infty}\) filtering for a class of nonlinear stochastic systems with degraded measurements: the finite horizon case
- Delay-dependent \({\mathcal L}_2\)-\({\mathcal L}_\infty\) filter design for stochastic time-delay systems
- Improved results on fuzzy \(H^\infty\) filter design for T-S fuzzy systems
- SSUE: Simultaneous state and uncertainty estimation for dynamical systems
- Analysis of algorithms of numerical implementations for the Wonham filter under uncertainty in measurements noise covariance
- Min-max Kalman filtering
- An innovation approach to optimize a Kalman filter with anH∞error bound by secant method
- Robust filtering for uncertain systems with sampled measurements
- Probability-one homotopy algorithms for solving the coupled Lyapunov equations arising in reduced-order \(H^2/H^\infty\) modeling, estimation, and control
- Exponential \(H_{\infty}\) filter design for stochastic time-varying delay systems with Markovian jumping parameters
- A game theory approach to mixed control for a class of stochastic time-varying systems with randomly occurring nonlinearities
- Interpolation approach to \(H^{\infty}\) estimation and its interconnection to loop transfer recovery
- Suboptimal anisotropic filtering for linear discrete nonstationary systems with uncentered external disturbance
- Robust H ∞ filtering for a class of non-linear systems with state delay and parameter uncertainty
- H ∞ filtering for Markovian jump linear systems
- A new fuzzy \(H_{\infty }\) filter design for nonlinear continuous-time dynamic systems with time-varying delays
- Optimal robust filtering with time-varying parameter uncertainty
- Finite escapes and convergence properties of guaranteed-cost robust filters
- On optimal \(\ell^ \infty\) to \(\ell^ \infty\) filtering
- Steady‐state Kalman filtering with nonstationary noise
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