Mixed H2/H∞ filtering

DOI<313::AID-RNC235>3.0.CO;2-8 10.1002/(SICI)1099-1239(199605)6:4<313::AID-RNC235>3.0.CO;2-8zbMath0849.93063OpenAlexW2130856249MaRDI QIDQ4884700

Pramod P. Khargonekar, Enrique Baeyens, Mario A. Rotea

Publication date: 12 November 1996

Full work available at URL: https://doi.org/10.1002/(sici)1099-1239(199605)6:4<313::aid-rnc235>3.0.co;2-8

zbMATH Keywords

convex optimizationKalman-Luenberger estimator

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) (H^infty)-control (93B36)

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