An innovation approach to optimize a Kalman filter with anH∞error bound by secant method

DOI10.1080/00207729608929262MaRDI QIDQ4895706zbMATH OpenOpenAlexFDO

Authors Bing-Fei Wu, Hung-Hseng Hsu

Publication date 27 November 1996

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729608929262

zbMATH Keywords

\(H_ \infty\) normenergy of the estimation errorKalman filterorthogonal principlessecant method

Mathematics Subject Classification ID

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

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Cites work

• A polynomial approach to minimax frequency domain optimization of multivariable feedback systems
• Disturbance attenuation and<tex>H^{∞}</tex>optimization: A design method based on the algebraic Riccati equation
• Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inverses
• H/sub infinity /-control by state-feedback and fast algorithms for the computation of optimal H/sub infinity /-norms
• scientific article; zbMATH DE number 787736 (Why is no real title available?)
• scientific article; zbMATH DE number 3281211 (Why is no real title available?)
• Linear Control Theory with an ${\bf H}_\infty $ Optimality Criterion
• One-step extension approach to optimal Hankel-norm approximation and H/sup infinity /-optimization problems
• Secant modification of Newton's method
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Steady-state Kalman filtering with an \(H_{\infty}\) error bound

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