H2 and $H_\infty$ Robust Filtering for Discrete-Time Linear Systems
نویسندگان
چکیده
منابع مشابه
Robust H2 filtering of linear systems with time delays
The problem of robust H2 estimation of a combination of states of a stationary linear system with time delays is considered. Since the problem is infinite dimensional in nature, an attempt is being made to develop finite dimensional methods that will guarantee a preassigned estimation accuracy. The approach of minimizing the trace of a matrix that overbounds the exact covariance of the estimati...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2000
ISSN: 0363-0129,1095-7138
DOI: 10.1137/s0363012997327379