Mixed H2/H∞ filtering

DOI10.1002/(SICI)1099-1239(199605)6:4%3C313::AID-RNC235%3E3.0.CO;2-8zbMATH Open0849.93063OpenAlexW2130856249MaRDI QIDQ4884700FDOQ4884700

Authors: Pramod P. Khargonekar, Enrique Baeyens, M. A. Rotea 

Publication date: 12 November 1996

Full work available at URL: https://doi.org/10.1002/(sici)1099-1239(199605)6:4%3C313::aid-rnc235%3E3.0.co;2-8

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zbMATH Keywords

convex optimizationKalman-Luenberger estimator

Mathematics Subject Classification ID

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

Cited In (38)

• Solutions of three classes of constrained matrix inequalities
• Mixed 𝓗₂/𝓗_∞ filtering for Markov jump linear systems
• Resilient decentralized filtering of interconnected discrete-time systems
• H2/H∞ filtering theory and an aerospace application
• Robust estimation and filtering in uncertain linear systems under unknown covariations
• Suboptimal anisotropic filtering in a finite horizon
• State estimators for discrete-time descriptor linear systems with mixed uncertainties and state constraints
• Decentralized state-estimation of interconnected systems with unknown nonlinearities
• Anisotropy-based suboptimal filtering for the linear discrete time-invariant systems
• Delay-dependent parameter-dependent \(H_\infty\) filtering for a class of LPV delayed systems using PPDQ functions
• Explicit formulas for LMI-based \(H_2\) filtering and deconvolution
• Title not available (Why is that?)
• Parameter uncertainty in the Kalman-Bucy filter
• Discrete-time mixed \(\mathbb H_2/\mathbb H_{\infty}\) nonlinear filtering
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• Extending nonlinear \(\mathcal H_{2}, \mathcal H_{\infty }\) optimisation to \(W_{1,2}, W_{1,\infty }\) spaces . I: Optimal control
• Applications: The Surrogate Henderson Filters in X‐11
• Multiobjective \(\mathcal{H}_2/\mathcal{H}_\infty\) control design subject to multiplicative input dependent noises
• Observer-based mixed \(\mathcal H_2/\mathcal H_{\infty}\) tracking control for continuous-time systems with integral action and pole placement
• Robust filtering with guaranteed energy-to-peak performance -- \({\mathcal LMI}\) approach
• Robust \({\mathcal H}_\infty\)-filtering design with pole placement constraint via linear matrix inequalities
• Extending nonlinear \(H_{2}, \mathcal H_{\infty }\) optimisation to \(W_{1,2}\) and \(W_{1,\infty }\) spaces. II: Optimal estimation and ouput-feedback control
• Recursive resilient filtering for nonlinear stochastic systems with packet disorders
• A cubatureH_∞filter and its square-root version
• SSUE: Simultaneous state and uncertainty estimation for dynamical systems
• Mixed control design: Numerical optimization approaches
• Distributed \(\mathcal{H}_\infty\) Gaussian consensus filtering for discrete-time systems over lossy sensor networks
• Design of generalized discrete-time \(H_\infty\)-optimal control over finite and infinite intervals
• In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories
• Pathwise stochastic control with applications to robust filtering
• Numerical procedures for anisotropic analysis of time-invariant systems and synthesis of suboptimal anisotropic controllers and filters
• 3-DOF-PID nonlinear \({\mathcal H}_\infty\) estimators
• State estimation with probability constraints
• Mixed ℋ︁₂/ℋ︁_∞nonlinear filtering
• Suboptimal anisotropic filtering for linear discrete nonstationary systems with uncentered external disturbance
• A new Hamilton-Jacobi differential game framework for nonlinear estimation and output feedback control
• Robust estimation of interconnected systems subject to sensornonlinearities
• 2-DOF nonlinear \(\mathcal{H}_{\infty}\) certainty-equivalent filters (CEFs)

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