DocumentCode
3339344
Title
H∞ smoothing for continuous uncertain systems
Author
Blanco, E. ; Neveux, Ph ; Thomas, G.
Author_Institution
LAGEP, Univ. Claude Bernard, Villeurbanne, France
Volume
6
fYear
2001
fDate
2001
Firstpage
3941
Abstract
An H∞ smoother has been developed (Blanco et al., 2000) and it gives good results for noise uncertainties. Nevertheless, when uncertain parameters appear, its performance decreases significantly. Therefore, an estimator robust to noise uncertain properties and parameter uncertainties is presented. The robust H∞ smoother for uncertain systems is developed as a combination of two robust H∞ filters. The robust performance, for both noise and parameter uncertainties, of this new approach is evaluated on a simple example
Keywords
H∞ optimisation; parameter estimation; smoothing methods; uncertain systems; H∞ filters; H∞ smoothing; continuous uncertain systems; estimator; noise uncertainties; parameter uncertainties; performance; Continuous time systems; Covariance matrix; Estimation error; Filters; Noise robustness; Smoothing methods; State-space methods; Statistics; Uncertain systems; Uncertainty;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 2001. Proceedings. (ICASSP '01). 2001 IEEE International Conference on
Conference_Location
Salt Lake City, UT
ISSN
1520-6149
Print_ISBN
0-7803-7041-4
Type
conf
DOI
10.1109/ICASSP.2001.940706
Filename
940706
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