H2 and $H_\infty$ Robust Filtering for Discrete-Time Linear Systems

DOI10.1137/S0363012997327379zbMath0958.93091MaRDI QIDQ4507413

José C. Geromel, Germain Garcia, Maurício Carvalho de Oliveira, Jacques Bernussou

Publication date: 18 October 2000

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

linear matrix inequalitiesdiscrete-time linear systemsconvex programmingfilteringparameter uncertaintyrobust filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear inequalities of matrices (15A39) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)

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