High Performance Computing of SDRE models with Discrete Kalman Filtering for Robust H_{\infty}-Controls

DOI10.48550/arXiv.2609.36840MaRDI QIDQ7360731arXivFDO

Authors Yun-Feng Cai, Tiexiang Li, Wen-Wei Lin, Junxin Zhang, Yunfeng Cai

Publication date 29 September 2026

Published in arXiv

Tldr We derive a computable sufficient attenuation bound for positive-semidefinite stabilizing Riccati solutions in projected-channel $H_\infty$ control and combine it with a discrete Kalman recursion to obtain closed-loop stability.

Full work available at URL https://doi.org/10.48550/arXiv.2609.36840

arXiv classification

math.NA

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