Steady-state Kalman filtering with an H∞ error bound

Systems and Control Letters

Volumn 12, Issue 1, 1989, Pages 9-16

  Bernstein, Dennis S ^a   Haddad, Wassim M ^b  

^a National Center for Health Statistics   (United States)

^b FLORIDA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

H norm; Hankel norm; Kalman filter; optimal projection equations; reduced order state estimation

Indexed keywords

CONTROL SYSTEMS; SIGNAL FILTERING AND PREDICTION--KALMAN FILTERING;

AUXILIARY MINIMIZATION PROBLEM; REDUCED ORDER STATE ESTIMATION; RICCATI EQUATIONS; STATE ESTIMATION ERROR CRITERION;

CONTROL SYSTEMS, OPTIMAL;

EID: 0024302171     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-6911(89)90089-3     Document Type: Article

References (9)

1. ∞ performance bound: A Riccati equation approach
2. The optimal projection equations for reduced-order state estimation
3. ∞ control problems
4. ∞-optimal control with state-feedback
5. ∞ optimization: A design method based on the algebraic Riccati equation
6. Least squares stationary optimal control and the algebraic Riccati equation