Existence and convergence of solutions to the H∞ sampled-data estimation problem

M. Maroni; P. Bolzern; G. De Nicolao; U. Shaked

doi:10.1080/002071700445406

Existence and convergence of solutions to the H_∞ sampled-data estimation problem

M. Maroni, P. Bolzern^*, G. De Nicolao, U. Shaked

^*Corresponding author for this work

School of Electrical Engineering

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

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.

Original language	English
Pages (from-to)	1382-1391
Number of pages	10
Journal	International Journal of Control
Volume	73
Issue number	15
DOIs	https://doi.org/10.1080/002071700445406
State	Published - 15 Oct 2000

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10.1080/002071700445406

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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.",

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AB - 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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Existence and convergence of solutions to the H_∞ sampled-data estimation problem

Abstract

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