8 Discrete-time systems: General filtering

Eli Gershon, Uri Shaked, Isaac Yaesh

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

In Chapter 7 we introduced the solution to the output-feedback control problem for the time-varying, discrete-time systems with state-multiplicative noise, for both the finite and the infinite time cases [43],[39]. This solution is based on solving the filtering part using a Luenberger-type observer and applying the stochastic BRL. In this chapter, similarly to Chapter 3, we apply a general type filter for the solution of both: the H∞ and the mixed H2/H∞ stationary filtering cases. We also allow for a deterministic polytopic-type uncertainties in the system matrices.

Original languageEnglish
Title of host publicationH-Control and Estimation of State-multiplicative Linear Systems
PublisherSpringer Verlag
Pages125-136
Number of pages12
ISBN (Print)1852339977, 9781852339975
DOIs
StatePublished - 21 Sep 2005

Publication series

NameLecture Notes in Control and Information Sciences
Volume318
ISSN (Print)0170-8643

Fingerprint

Dive into the research topics of '8 Discrete-time systems: General filtering'. Together they form a unique fingerprint.

Cite this