Filtering and smoothing in an H/sup infinity / setting
From MaRDI portal
Publication:3984582
DOI10.1109/9.67291zbMath0758.93074MaRDI QIDQ3984582
Pramod P. Khargonekar, Krishna M. Nagpal
Publication date: 27 June 1992
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Related Items
RobustH∞filtering for uncertain discrete piecewise time-delay systems ⋮ Robust H ∞ filtering for discrete time-varying uncertain systems with a known deterministic input ⋮ Frequency domain design of reduced order observer based H ∞ controllers - a polynomial approach ⋮ Discrete-time mixed ℋ︁2 /ℋ︁∞ nonlinear filtering ⋮ H ∞ filtering for Markovian jump linear systems ⋮ Robust ?? filtering for uncertain Markovian jump linear systems ⋮ Robust \(\mathcal H_{\infty}\) reduced order filtering for uncertain bilinear systems ⋮ Observer design for a class of nonlinear systems ⋮ Exponential H ∞ filter design for stochastic time-varying delay systems with Markovian jumping parameters ⋮ 2-DOF discrete-time nonlinear ℋ︁∞ -filters ⋮ Central suboptimalH∞filter design for nonlinear polynomial systems ⋮ Robust and Efficient Slam Via CompressedH∞Filtering ⋮ Adaptive robust H ∞ filter design for linear systems with time-varying uncertainty ⋮ Central suboptimalH∞filter design for linear time-varying systems with state and measurement delays ⋮ A phase-space formulation and Gaussian approximation of the filtering equations for nonlinear quantum stochastic systems ⋮ A solution of the filtering and smoothing problems for uncertain-stochastic linear dynamic systems ⋮ H∞-control and filtering with initial uncertainty for time-varying systems ⋮ Adaptive event‐triggered dissipative filter design for semi‐Markov jump systems under hybrid network attacks ⋮ SSUE: Simultaneous state and uncertainty estimation for dynamical systems ⋮ RobustH∞Filtering and Deconvolution for Continuous Time Delay Systems Based on Game-Theoretic Approach ⋮ Tuning-free filtering for stochastic systems with unmodeled measurement dynamics ⋮ GuaranteedH? robustness bounds for Wiener filtering and prediction ⋮ A new Hamilton-Jacobi differential game framework for nonlinear estimation and output feedback control ⋮ Modeling and Control of a Rail-Type Mobile Robotic Work Platform ⋮ Robust filter design for piecewise discrete-time systems with time-varying delays ⋮ Reduced-order filtering design for non-linear systems withH∞setting ⋮ Design of robustH∞filters for a class of uncertain nonlinear neutral stochastic systems with time delays ⋮ Extending nonlinearℋ2,ℋ∞optimisation toW1,2,W1,∞spaces – part I: optimal control ⋮ Extending nonlinear ℋ2, ℋ∞optimisation toW1,2andW1,∞spaces – part II: optimal estimation and ouput-feedback control ⋮ \(H^\infty\) filtering of nonlinear systems with sampled measurements ⋮ 3-DOF-PID nonlinear ℋ∞ estimators ⋮ An LMI approach to periodic discrete-time unbiased filtering ⋮ Robust estimation of interconnected systems subject to sensor nonlinearities ⋮ Evolutionary programming Kalman filter ⋮ Robust \(\mathcal{H}_\infty\) filter design with pole constraints for discrete-time systems ⋮ Robust reduced order unbiased filtering for uncertain systems ⋮ Mixed ℋ︁2/ℋ︁∞nonlinear filtering ⋮ Reliable mixed passive and ℋ∞ filtering for semi-Markov jump systems with randomly occurring uncertainties and sensor failures ⋮ Robust discrete-time H∞filtering with uncertain initial state ⋮ LMI-based minimax estimation and filtering under unknown covariances ⋮ Linear set-membership state estimation with unknown but bounded disturbances ⋮ From Model-Based to Data-Driven Filter Design ⋮ Robust filtering for uncertain systems with sampled measurements ⋮ The filter design from data (FD2) problem: parametric-statistical approach ⋮ A distributed algorithm for H-infinity fixed-lag smoothing ⋮ Kalman--Bucy Filtering and Minimum Mean Square Estimator under Uncertainty ⋮ 2-DOF nonlinear ℋ︁∞ certainty-equivalent filters (CEFs) ⋮ Unnamed Item ⋮ Sampled-data filtering for linear parameter varying systems ⋮ filtering for stochastic systems driven by Poisson processes ⋮ An input–output approach to H∞ reduced filter design for polytopic time-varying delay systems ⋮ Exponential H∞ filtering of networked linear switched systems with mode-dependent average dwell time: an event-triggered scheme ⋮ Filtering for Interconnected Nonlinear Sampled-Data Systems With Parametric Uncertainties ⋮ Robust H ∞ filtering for a class of non-linear systems with state delay and parameter uncertainty ⋮ Robust \(H_{\infty}\) filtering for a class of nonlinear discrete-time Markovian jump systems ⋮ Suboptimal anisotropic filtering in a finite horizon ⋮ Optimal output estimation for infinite-dimensional systems with disturbances ⋮ Control and estimation in linear time-varying systems based on ellipsoidal reachability sets ⋮ An innovation approach to \(H_{\infty}\) prediction for continuous-time systems with application to systems with delayed measurements ⋮ Tradeoff between mean-square and worst-case performances in adaptive filtering. With a discussion by Ali H. Sayed and comments by the authors. ⋮ Non-fragile \({H}_\infty\) filter design for discrete-time fuzzy systems with multiplicative gain variations ⋮ On optimal \(\ell^ \infty\) to \(\ell^ \infty\) filtering ⋮ Non-fragile \(H_\infty \) filter design for linear continuous-time systems ⋮ Fixed-order robust filtering for linear uncertain systems ⋮ Parameter identification for uncertain plants using \(H^ \infty\) methods ⋮ Synthesis of state unknown inputs observers for nonlinear Lipschitz systems with uncertain disturbances ⋮ Trade-offs in linear filter design ⋮ Robust observers for neutral jumping systems with uncertain information ⋮ Reduced-order \(H_{\infty}\) filtering for singular systems ⋮ Pareto suboptimal controllers against coalitions of disturbances ⋮ Further result on \(H_\infty\) filter design for continuous-time Markovian jump systems with time-varying delay ⋮ Optimal deconvolution filter design under parameters perturbation in transmission channels ⋮ Extended \(\mathcal H_\infty\) filtering of Markov jump nonlinear systems with general uncertain transition probabilities ⋮ \(H_{\infty}\) filtering of discrete-time fuzzy systems via basis-dependent Lyapunov function approach ⋮ State observer synthesis by measurement results for nonlinear Lipschitz systems with uncertain disturbances ⋮ On fixed-point smoothing for descriptor systems with multiplicative noise and single delayed observations ⋮ \(H_\infty\) filtering for nonlinear systems via neural networks ⋮ Estimation and control with bounded data uncertainties ⋮ Robust nonlinear \(\mathcal H_ \infty\) filtering ⋮ Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters ⋮ Minimax filtering: \(\gamma_0\)-optimal observers and generalized \(H_\infty\)-optimal filters ⋮ Simultaneous \(H^{\infty}\) control of a finite collection of linear plants with a single nonlinear digital controller ⋮ Central suboptimal \(H_\infty\) filtering for nonlinear polynomial systems with multiplicative noise ⋮ Resilient decentralized filtering of interconnected discrete-time systems ⋮ Optimal estimation and filtration under unknown covariances of random factors ⋮ Networked \(H_\infty\) filtering for linear discrete-time systems ⋮ \(H _{\infty }\) filtering for Markovian switching genetic regulatory networks with time-delays and stochastic disturbances ⋮ Generalized \(H _{\infty }\)-optimal filtering under external and initial perturbations ⋮ Decentralized state-estimation of interconnected systems with unknown nonlinearities ⋮ Robust \(H_{\infty}\) filtering for uncertain nonlinear stochastic systems with mode-dependent time-delays and Markovian jump parameters ⋮ Minimax estimation with intermittent observations ⋮ Generalized \(H_{\infty}\)-optimal filtering for discrete-time plants over finite and infinite time horizons ⋮ Anisotropy-based multicriteria time-varying filtering on finite horizon ⋮ On the \(H^{\infty}\) fixed-lag smoothing: How to exploit the information preview. ⋮ On the synthesis of linear \(H_\infty\) filters for polynomial systems ⋮ Reliable \(H _{\infty }\) filtering for discrete-time switched singular systems with time-varying delay ⋮ \(H _{\infty }\) filtering for systems with delays and time-varying nonlinear parameters ⋮ Anisotropy-based suboptimal filtering for the linear discrete time-invariant systems ⋮ Minimax FIR smoothers for deterministic continuous-time state space models ⋮ Design of generalized discrete-time \(H_\infty\)-optimal control over finite and infinite intervals ⋮ Robust nonfragile \(H_{\infty}\) filtering for uncertain T-S fuzzy systems with interval delay: a new delay partitioning approach ⋮ Robust \(H_\infty\) filtering for a class of uncertain Markovian jump systems with time delays ⋮ Delay-dependent \(H_{\infty}\) filtering for singular time-delay systems ⋮ \(H_\infty\) and \(l_2 - l_\infty\) finite-horizon filtering with randomly occurring gain variations and quantization effects ⋮ Robust quantized \(H_\infty\) filtering for discrete-time uncertain systems with packet dropouts ⋮ \(H_ \infty\) filtering for linear periodic systems with parameter uncertainty ⋮ An \(l_ 2\)-stable feedback structure for nonlinear adaptive filtering and identification ⋮ Finite escapes and convergence properties of guaranteed-cost robust filters ⋮ Ellipsoidal reachable sets of linear time-varying continuous and discrete systems in control and estimation problems ⋮ Bounds on solutions to \(\mathcal H _ \infty\) algebraic Riccati equations and \(\mathcal H _ 2\) properties of \(\mathcal H _ \infty\) central solutions ⋮ \(H_ \infty\) filtering for a class of uncertain nonlinear systems ⋮ \(H_{\infty }\) filtering for discrete-time systems with randomly varying sensor delays ⋮ Robust \(H_\infty\) exponential filtering for uncertain stochastic time-delay systems with Markovian switching and nonlinearities ⋮ Direct design from data of optimal filters for LPV systems ⋮ Finite-time \(H_\infty\) filtering for linear continuous time-varying systems with uncertain observations ⋮ \(H_{\infty}\) filtering for continuous-time systems with pointwise time-varying delay ⋮ Robust switching-type \(H_{\infty }\) filter design for linear uncertain systems with time-varying delay ⋮ Improved \(H _{\infty }\) filtering for systems with a time-varying delay ⋮ Resilient linear filtering of uncertain systems ⋮ Multi-sensor optimal \(H_{\infty }\) fusion filters for delayed nonlinear intelligent systems based on a unified model ⋮ A geometrical approach to indefinite least squares problems ⋮ Robust filtering for linear equality constrained systems ⋮ Optimal position and velocity navigation filters for autonomous vehicles ⋮ Distributed interacting multiple model \(H_{\infty }\) filtering fusion for multiplatform maneuvering target tracking in clutter ⋮ Min-max Kalman filtering ⋮ Reduced-order \(H_{\infty}\) filtering for linear systems with Markovian jump parameters ⋮ In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories ⋮ Continuous-time periodic \(H_\infty\) filtering via LMI ⋮ Robust \(H_\infty \) filter design for uncertain fuzzy neutral systems ⋮ A time domain approach to robust fault detection of linear time-varying systems ⋮ Central suboptimal \(H_\infty\) filter design for linear time-varying systems with state or measurement delay ⋮ Delay-dependent robust \(H_\infty\) filtering for uncertain neutral stochastic time-delay systems ⋮ \(H_\infty\) fuzzy filtering for discrete-time nonlinear systems via fuzzy Lyapunov function approach ⋮ A generalized parameter-dependent approach to robust \(H _{\infty }\) filtering of stochastic systems ⋮ Robust generalized filtering of uncertain Lipschitz nonlinear systems under measurement delays ⋮ \(H_\infty \) filtering for discrete-time systems with time-varying delay ⋮ Robust filtering and feedforward control based on probabilistic descriptions of model errors ⋮ Robust Kalman filtering for uncertain discrete-time systems with probabilistic parameters bounded within a polytope ⋮ \(H_\infty \) filtering of network-based systems with random delay ⋮ Robust \({\mathcal H}_\infty\)-filtering design with pole placement constraint via linear matrix inequalities ⋮ Robust filtering for deterministic systems with implicit outputs ⋮ New delay-dependent \(L_2 - L_{\infty }\)filter design for stochastic time-delay systems ⋮ Optimal unbiased reduced order filtering for discrete-time descriptor systems via LMI ⋮ Optimal unbiased filtering via linear matrix inequalities ⋮ New \(\mathcal H_{2}\) filter for uncertain singular systems using strict LMIs ⋮ Stability and implementable \(\mathbb H_{\infty }\) filters for singular systems with nonlinear perturbations ⋮ A new sequential data assimilation method ⋮ On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions ⋮ \(H_{\infty}\) fixed-lag smoothing for discrete linear time-varying systems ⋮ Robust information filter for decentralized estimation ⋮ Interpolation approach to \(H^{\infty}\) estimation and its interconnection to loop transfer recovery ⋮ Robust \(H_{\infty}\) filtering for uncertain impulsive stochastic systems under sampled measurements ⋮ Guaranteed state estimation by zonotopes ⋮ A semi-definite programming approach for robust tracking
