Abstract
The paper deals with H∞ control of systems affected by actuator disturbances, and H∞ filtering of signals buried in noise (Wiener filtering) . Explicit bounds on the difference between nominal and actual H∞ performance are obtained by means of elementary algebraic manipulations. These bounds extend discrete-time results that were previously derived using Krein spaces formalism to continuous-time. In particular, some remarkable H∞ robustness properties of the Kalman filter and the LQ regulator are highlighted.
Original language | American English |
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Pages (from-to) | 47-51 |
Number of pages | 5 |
Journal | IFAC-PapersOnLine |
Volume | 33 |
Issue number | 14 |
State | Published - 2000 |
Keywords
- H-infinity control
- H-infinity filtering
- robust performance
- LQR control method
- Kalman filters