H∞ Gaussian filter on infinite time horizon

IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications

Volumn 49, Issue 5, 2002, Pages 674-679

  Chen, Xiang ^a   Zhou, Kemin ^b  

^a UNIVERSITY OF WINDSOR   (Canada)

^b LOUISIANA STATE UNIVERSITY   (United States)

Author keywords

Game approach; Gaussian filter; H2 H design; Multi objective; Robust filter

Indexed keywords

GAME THEORY; GAUSSIAN NOISE (ELECTRONIC); MATRIX ALGEBRA; OPTIMAL SYSTEMS; OPTIMIZATION; PERFORMANCE; RICCATI EQUATIONS; TRANSFER FUNCTIONS;

EUCLIDEAN SPACE; GAUSSIAN FILTER; INFINITE TIME HORIZON;

KALMAN FILTERING;

EID: 0036576946     PISSN: 10577122     EISSN: None     Source Type: Journal    
DOI: 10.1109/TCSI.2002.1001957     Document Type: Article

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