The problem of H∞ filtering for time-invariant linear systems with sampled measurements is considered. Sufficient and necessary conditions are derived that ensure the existence of a finite-horizon filter and the convergence of this filter to the infinite-horizon one. The convergence conditions are given in terms of allowable regions for the initial state error weighting matrix.
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Titolo: | Existence and convergence of solutions to the H-infinity sampled-data estimation problem | |
Autori: | ||
Data di pubblicazione: | 2000 | |
Rivista: | ||
Abstract: | The problem of H∞ filtering for time-invariant linear systems with sampled measurements is considered. Sufficient and necessary conditions are derived that ensure the existence of a finite-horizon filter and the convergence of this filter to the infinite-horizon one. The convergence conditions are given in terms of allowable regions for the initial state error weighting matrix. | |
Handle: | http://hdl.handle.net/11571/5371 | |
Appare nelle tipologie: | 1.1 Articolo in rivista |
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