How to ensure existence and convergence of the discrete-time finite-horizon H∞-filter

ECC 1997 - European Control Conference

Volumn , Issue , 1997, Pages 161-166

  Bolzern, P ^a   Colaneri, P ^a   De Nicolao, G ^b  

^a POLITECNICO DI MILANO   (Italy)

^b UNIVERSITY OF PAVIA   (Italy)

Author keywords

H L1; Observers; Robust control

Indexed keywords

ROBUST CONTROL;

ATTENUATION LEVELS; DIFFERENCE RICCATI EQUATIONS; DISCRETE TIME; FINITE HORIZONS; INITIAL CONDITIONS; OBSERVERS; STABILIZING SOLUTIONS; TIME VARYING;

RICCATI EQUATIONS;

EID: 84949094664     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (16)

1. ∞ setting", IEEE Trans. on Automat. Control, AC-36, 152-166, (1991).
2. ∞ optimal state estimation of discrete-time systems", Proc. Int. Symp. MTNSVI, Kobe, Japan, June 1991, 1, 261-267.
3. ∞ optimal estimation: A tutorial", Proc. 31st Conf. Decision and Control, Tucson, Arizona, December 1992, 2278-2286.
4. ∞ control problem with measurement feedback", SIAM J. Control and Opt., 30, 82-202, (1992).
5. ∞-Oplimal Control and Related Minimax Design Problems - A Dynamic Game Approach, Birkäuser, Boston, Ma. 1991.
6. Hassibi, B., Sayed, A. H., Kailath, T., "Linear estimation in Krein spaces - Part I: Theory", IEEE Trans. on Automat. Control, AC-41, 18-33, (1996).
7. Hassibi, B., Sayed, A. H., Kailath, T., "Linear estimation in Krein spaces - Part II: Applications", IEEE Trans. on Automat. Control, AC-41, 34-49, (1996).
8. Freiling, G. Jank, G., Lee, S. R., Abou-Kandil, H., "On the global existence of solutions for game Riccati differential equations", Proc. 3rd Europ. Control Conf, Rome, Italy, September 1995, 2597-2602.
9. Freiling, G. Jank, G., Lee, S. R., Abou-Kandil, H., "On the dependence of the solutions of algebraic and differential game Riccati equations on the parameter μ", Europ. J. Control, 2, 69-78, (1996).
10. ∞differential Riccati equation", Proc. IFAC World Congress, San Francisco CA, June 30-July 5, 1996, vol. G, 161-166.
11. ∞differential Riccati equations: Convergence properties and finite escape phenomena", IEEE Trans. on Automat. Control, (1997) to appear.
12. ∞ control problem", IEEE Trans. on Automat. Control, AC-39, 686-691, (1994).
13. ∞ estimation", IEEE Trans. on Automat. Control, SP-42, 486-1495, (1994).
14. De Nicolao, G., "On the time-varying difference Riccati equation of optimal filtering", SIAM J. Control and Opt., 30, 251-1269, (1992).
15. Tadmor, G., "Receding horizon revisited: An easy way to robustly stabilize an LTV system", Sys. & Control Letters, 8, 285-294, (1992).
16. Lall, S., K. Glover, K., "A game theoretic approach to moving horizon control", In: D. W. Clarke (ed.) Advances in Model-Based Predictive Control, Oxford University Press, 1994, 131-144.