New conditions for the convergence of H∞ filters and predictors

IEEE Transactions on Automatic Control

Volumn 44, Issue 8, 1999, Pages 1564-1568

  Bolzern, Paolo ^a   Maroni, Massimo ^a  

^a POLITECNICO DI MILANO   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; DISCRETE TIME CONTROL SYSTEMS; MATRIX ALGEBRA; RICCATI EQUATIONS; SIGNAL FILTERING AND PREDICTION; SYSTEM STABILITY;

DISCRETE TIME FILTER; STEADY STATE FILTER;

OPTIMAL CONTROL SYSTEMS;

EID: 0033321416     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.780422     Document Type: Article

References (15)

1. ∞ setting," IEEE Trans. Automat. Contr., vol. 36, pp. 152-166, 1991.
2. ∞ optimal linear control and filtering," IEEE Trans. Automat. Contr., vol. 36, pp. 1264-1271, 1991.
3. ∞ optimal state estimation - The discrete-time case," in Proc. Int. Symp. MTNS, Kobe, Japan, 1991, vol. 1. pp. 261-267.
4. ∞ Optimal Control and Related Minimax Design Problems - A Dynamic Game Approach. Boston, MA: Birkäuser, 1991.
5. ∞ optimal estimation: A tutorial," in Proc. 31st Conf. Decision and Control, Tucson, AZ, 1992, pp. 2278-2286.
6. M. Green and D. J. N. Limebeer, Linear Robust Control. Englewood Cliffs, NJ: Prentice-Hall, 1995.
7. B. Hassibi, A. H. Sayed, and T. Kailath, "Linear estimation in Krein spaces - Part II: Applications," IEEE Trans. Automat. Contr., vol. 41, pp. 34-49, 1996.
8. G. Freiling, G. Jank, S. R. Lee, and H. Abou-Kandil, "On the global existence of solutions for game Riccati differential equations," in Proc. 3rd European Control Conf., Rome, Italy, 1995, pp. 2597-2602.
9. ∞ differential Riccati equations: Convergence properties and finite escape phenomena," IEEE Trans. Automat. Contr., vol. 42, pp. 113-118, 1997.
10. ∞ control problem," IEEE Trans. Automat. Contr., vol. AC-39, pp. 686-691, 1994.
11. ∞ filters," European J. Contr., vol. 3, pp. 317-324, 1997.
12. G. De Nicolao, "On the time-varying difference Riccati equation of optimal filtering," SIAM J. Contr. Optim., pp. 251-269, 1992.
13. C. E. De Souza, "On stabilizing properties of the Riccati difference equation," IEEE Trans. Automat. Contr., vol. 34, pp. 1313-1316, 1989.
14. ∞ Control Problem: A State Space Approach. Englewood Cliffs, NJ: Prentice-Hall, 1992.
15. S. Lall and K. Glover, "A game theoretic approach to moving horizon control," in Advances in Model-Based Predictive Control, D. W. Clarke, Ed. Oxford, U.K.: Oxford Univ. Press, 1994, pp. 131-144.