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.
Existence and convergence of solutions to the H-infinity sampled-data estimation problem
DE NICOLAO, GIUSEPPE;
2000-01-01
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.File in questo prodotto:
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