Optimal discrete-time H_/_0 filtering and control under unknown covariances
DOI10.1080/00207179.2015.1091511zbMATH Open1338.93372OpenAlexW1822948913MaRDI QIDQ2807886FDOQ2807886
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
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discrete-time systemsunknown covariances\(H_\infty/\gamma_0\) control\(H_\infty/\gamma_0\) filteringmixed stochastic and deterministic disturbancesperformance measure \(\gamma_0\)
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)
Cites Work
- Minimax state estimation for linear stochastic systems with noise uncertainty
- 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
- LMI-based minimax estimation and filtering under unknown covariances
- Mixed-norm \(H_ 2/H_{\infty}\) regulation and estimation: The discrete- time case
- Title not available (Why is that?)
- Game theory approach to state estimation of linear discrete-time processes and its relation toH∞-optimal estimation
- Mixed \(\mathcal H_2/\mathcal H_{\infty}\) control: the discrete-time case
- Multiobjective \({\mathcal H}_2/{\mathcal H}_{\infty}\) control design
- LQG control with an H/sup infinity / performance bound: a Riccati equation approach
- Mixed \({\mathcal H}_ 2/{\mathcal H}_{\infty}\) control for discrete-time systems via convex optimization
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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