Optimal discrete-time H_/_0 filtering and control under unknown covariances

DOI10.1080/00207179.2015.1091511MaRDI QIDQ2807886zbMATH OpenOpenAlexFDO

Authors M. M. Kogan

Publication date 25 May 2016

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207179.2015.1091511

zbMATH Keywords

discrete-time systemsunknown covariances\(H_\infty/\gamma_0\) control\(H_\infty/\gamma_0\) filteringmixed stochastic and deterministic disturbancesperformance measure \(\gamma_0\)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) (H^infty)-control (93B36) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 1324395 (Why is no real title available?)
• Game theory approach to state estimation of linear discrete-time processes and its relation toH∞-optimal estimation
• LMI-based minimax estimation and filtering under unknown covariances
• LQG control with an H/sup infinity / performance bound: a Riccati equation approach
• Minimax state estimation for linear stochastic systems with noise uncertainty
• Mixed \(\mathcal H_2/\mathcal H_{\infty}\) control: the discrete-time case
• Mixed \({\mathcal H}_ 2/{\mathcal H}_{\infty}\) control for discrete-time systems via convex optimization
• Mixed ℋ/sub 2/ and ℋ/sub ∞/ performance objectives. I. Robust performance analysis
• Mixed ℋ/sub 2/ and ℋ/sub ∞/ performance objectives. II. Optimal control
• Mixed-norm \(H_ 2/H_{\infty}\) regulation and estimation: The discrete- time case
• Multiobjective \({\mathcal H}_2/{\mathcal H}_{\infty}\) control design

Cited in

(10)

• Design of Pareto-optimal linear quadratic estimates, filters and controllers
• Pareto suboptimal controllers in multi-objective disturbance attenuation problems
• Connections between H ₂ optimal filters and unknown input observers – performance limitations of H ₂ optimal filtering
• Design of suboptimal robust controllers based on a priori and experimental data
• Optimal tracking of stochastic signals with unknown spectral density in discrete-time control systems
• Generalized \(H _{\infty }\)-optimal filtering under external and initial perturbations
• Pareto suboptimal controllers against coalitions of disturbances
• Generalized \(H_{\infty}\)-optimal filtering for discrete-time plants over finite and infinite time horizons
• Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems
• Design of optimal and robust control with \(H_\infty/\gamma_0\) performance criterion

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