Steady-state Kalman filtering with an \(H_{\infty}\) error bound

DOI10.1016/0167-6911(89)90089-3zbMath0684.93081OpenAlexW2053756059MaRDI QIDQ1825849

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

zbMATH Keywords

Kalman filter Hankel norm \(H_{\infty }\) estimation-error \(L_ 2\) state- estimation error covariance Lyapunov equation estimator design problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Matrix equations and identities (15A24) Banach algebras of differentiable or analytic functions, (H^p)-spaces (46J15)

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