A unified approach to linear estimation for discrete-time systems-part I: H2 estimation

Proceedings of the IEEE Conference on Decision and Control

Volumn 3, Issue , 2001, Pages 2917-2922

  Zhang, Huanshui ^a   Xie, Lihua ^a   Soh, Yeng Chai ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

ERROR ANALYSIS; KALMAN FILTERING; LINEAR CONTROL SYSTEMS; OPTIMIZATION; RICCATI EQUATIONS; STOCHASTIC CONTROL SYSTEMS; WHITE NOISE;

HILBERT SPACE; LINEAR ESTIMATION;

DISCRETE TIME CONTROL SYSTEMS;

EID: 0035711455     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (6)

1. Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems
2. A new approach to linear filtering and prediction problems