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

DOI10.1080/00207729608929262zbMATH Open0855.93085OpenAlexW2093944229MaRDI QIDQ4895706FDOQ4895706

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

Recommendations

• Steady-state Kalman filtering with an \(H_{\infty}\) error bound
• A novel general methodology for studying and remedying finite precision error with application in Kalman filtering
• scientific article; zbMATH DE number 4007521
• An optimization approach to adaptive Kalman filtering
• Optimal estimation of perturbations in Kalman filters
• The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions
• Near-optimal kalman filters for multiparameter singularly perturbed linear systems
• Recursive approach of optimal Kalman filtering problem for multiparameter singularly perturbed systems

zbMATH Keywords

Kalman filtersecant method\(H_ \infty\) normenergy of the estimation errororthogonal principles

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Steady-state Kalman filtering with an \(H_{\infty}\) error bound
• Title not available (Why is that?)
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inverses
• 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
• H/sub infinity /-control by state-feedback and fast algorithms for the computation of optimal H/sub infinity /-norms
• 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

This page was built for publication: An innovation approach to optimize a Kalman filter with anH_∞error bound by secant method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4895706)