H∞ Bounds for Wiener Filtering and State-Feedback Control With Actuator Disturbances: 3rd IFAC Symposium on Robust Control Design (ROCOND 2000), Prague, Czech Republic, 21-23 June 2000

P. Bolzern, P. Colaneri, G. De Nicolao, U. Shaked

Research output: Contribution to journalConference articlepeer-review

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 languageAmerican English
Pages (from-to)47-51
Number of pages5
JournalIFAC-PapersOnLine
Volume33
Issue number14
StatePublished - 2000

Keywords

  • H-infinity control
  • H-infinity filtering
  • robust performance
  • LQR control method
  • Kalman filters

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