Name
Abstract | ||
|---|---|---|
It is known that the finite-horizon H-infinity-filter exists provided that the solution of a suitable H-infinity Riccati Equation (DRE) exists and satisfies a 'feasibility' condition. In this paper, sufficient conditions ensuring feasibility and convergence to the steady-state stabilising solution are derived. In particular, convergence can be guaranteed if the initial condition of the DRE is not much greater than the stabilising solution. For a fixed value of the attenuation level gamma, the finite-horizon H-infinity-filter may fail to converge to the steady-state stabilising filter. Hence, a strategy employing a time-varying attenuation level gamma(t) is worked out so as to ensure both feasibility and convergence to the desired steady-state filter. |
Year | DOI | Venue |
|---|---|---|
1997 | 10.1016/S0947-3580(97)70089-X | European Journal of Control |
Keywords | DocType | Volume |
Convergence of solutions,Discrete-time systems,Finite-horizon filtering and control,H∞ filtering and control,Riccati equations | Journal | 3 |
Issue | ISSN | Citations |
4 | 0947-3580 | 2 |
PageRank | References | Authors |
0.88 | 0 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Paolo Bolzern | 1 | 304 | 30.90 |
| Patrizio Colaneri | 2 | 950 | 90.11 |
| G. de Nicolao | 3 | 246 | 54.53 |