Asymptotic behavior of periodic H_ a posteriori filters

DOI10.1007/BF01201976MaRDI QIDQ5953486zbMATH OpenFDO

Authors Xing Zhu, Yeng Chai Soh, Lihua Xie

Publication date 8 January 2003

Published in Circuits, Systems, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

periodic systemsperiodic Riccati difference equationperiodic \(H_\infty\) filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) (H^infty)-control (93B36) Discrete-time control/observation systems (93C55)

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Cites work

• scientific article; zbMATH DE number 1001726 (Why is no real title available?)
• scientific article; zbMATH DE number 1226464 (Why is no real title available?)
• scientific article; zbMATH DE number 932455 (Why is no real title available?)
• H/sub infinity / state estimation for linear periodic systems
• Linear estimation in Krein spaces. II. Applications
• New conditions for the convergence of H/sub ∞/ filters and predictors
• On stabilizing properties of solutions of the Riccati difference equation
• Periodic strong solution for the optimal filtering problem of linear discrete-time periodic systems
• Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters

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