Optimal unbiased filtering via linear matrix inequalities

Systems and Control Letters

Volumn 35, Issue 2, 1998, Pages 111-118

  Watson Jr , James T ^a   Grigoriadis, Karolos M ^a  

^a UNIVERSITY OF HOUSTON   (United States)

Author keywords

Linear matrix inequalities; Reduced order filtering

Indexed keywords

CONTROL SYSTEM ANALYSIS; DISCRETE TIME CONTROL SYSTEMS; MATRIX ALGEBRA; OPTIMAL CONTROL SYSTEMS; PROBLEM SOLVING; SIGNAL FILTERING AND PREDICTION;

CONTINUOUS CONTROL SYSTEMS; LINEAR MATRIX INEQUALITIES; REDUCED ORDER FILTERING;

STATE ESTIMATION;

EID: 0032157684     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-6911(98)00042-5     Document Type: Article

References (22)

1. ∞ filtering, Proc. 1994 Amer. Control Conf., Baltimore, MD, 1994.
2. S.L. Boyd, El Ghaoui, E. Feron, V. Balakrishnan, Linear Matrix Inequalities in Systems and Control Theory, SIAM Studies in Appl. Mathematics, Philadelphia, 1994.
3. ∞ control problems, IEEE Trans. Automat. Control 34 (1989) 831-847.
4. ∞ control, Int. J. Robust Nonlinear Control 4 (1994) 421-448.
5. A. Gelb, J.F. Kasper, Jr., R.A. Nash, Jr., C.F. Price, A.A. Sutherland, Applied Optimal Estimation, MIT Press, Cambridge, MA, 1974.
6. ∞ filtering via linear matrix inequalities, Proc. 13th IFAC World Congress, San Francisco, California, 1996. Also, IEEE Trans. Aerospace Electronic Systems 33 (1997) 1326-1338.
7. ∞ filtering via linear matrix inequalities, Proc. 13th IFAC World Congress, San Francisco, California, 1996. Also, IEEE Trans. Aerospace Electronic Systems 33 (1997) 1326-1338.
8. C.E. Hutchinson, The Kalman filter applied to aerospace and electronic systems, IEEE Trans. Aerosp. Electronic Systems 20 (1993) 500-503.
9. ∞ control problem: LMI existence conditions and state space formulas, Automatica 30 (1994) 1307-1317.
10. ∞ setting, Proc. 1992 Amer. Control Conf, Chicago, IL, 1992.
11. ∞ filtering, Proc. 1991 Math. Theory Networks Systems, Kobe, Japan, 1991.
12. K. Nagpal, R. Helmick, C. Sims, Reduced-order estimation: Part 1. Filtering, Int. J. Control 45 (1987) 1867-1888.
13. K. Nagpal, R. Helmick, C. Sims, An innovation approach to reduced-order estimation of complementary states, Int. J. Systems Sci. 20 (1989) 1173-1194.
14. ∞ setting, IEEE Trans. Automat. Control 36 (1991) 152-166.
15. C. Rao, S. Mitra, Generalized Inverse of Matrices and its Applications, Wiley, New York, 1971.
16. 2 control problem, Automatica 29 (1993) 373-385.
17. A. Savkin, I. Petersen, Fixed-order robust filtering for linear uncertain systems, Automatica 33 (1997) 253-255.
18. ∞-optimal estimation: a tutorial, Proc. 1992 Conf. Dec. Control, Tucson, Arizona, 1992.
19. G. Siouris, An Engineering Approach to Optimal Control and Estimation Theory, Wiley, New York, 1996.
20. R. Skelton, T. Iwasaki, K. Grigoriadis, A Unified Algebraic Approach to Linear Control Design. Taylor & Francis, London, 1998.
21. H. Sorenson (Ed.), Kalman Filtering: Theory and Applications, IEEE Press, New York, 1985.
22. D. Wilson, Convolution and Hankel operator norms for linear systems, IEEE Trans. Automat. Control 34 (1989) 94-97.