Generalized H_-optimal filtering for discrete-time plants over finite and infinite time horizons

DOI10.1134/S0005117915090076MaRDI QIDQ904451zbMATH OpenFDO

Authors L. N. Krivdina

Publication date 13 January 2016

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S0005117915090076

Mathematics Subject Classification ID

Observability (93B07) (H^infty)-control (93B36) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11)

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Cites work

• Design of generalized discrete-time H_-optimal control over finite and infinite intervals
• Filtering and smoothing in an H/sup infinity / setting
• Generalized \(H _{\infty }\)-optimal filtering under external and initial perturbations
• Generalized H_-optimal control as a trade-off between the H_-optimal and -optimal controls
• Linear Matrix Inequalities in System and Control Theory
• Minimax filtering: _0-optimal observers and generalized H_-optimal filters
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Synthesis of control laws on the basis of matrix inequalities

Cited in

(3)

• On optimal ^ to ^ filtering
• Generalized \(H _{\infty }\)-optimal filtering under external and initial perturbations
• Minimax filtering: _0-optimal observers and generalized H_-optimal filters

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