Title :
H∞ state estimation for linear periodic systems
Author :
Xie, Lihua ; de Souza, Carlos E.
fDate :
11/1/1993 12:00:00 AM
Abstract :
This note deals with the H∞ state estimation problem for linear periodic systems. The question addressed is the design of an unbiased linear periodic and asymptotically stable estimator that achieves a prescribed H∞ performance on an infinite horizon. Necessary and sufficient conditions for the existence of a periodic estimator have been derived. Asymptotic properties of the finite horizon estimation problem when the time-horizon tends to infinity are also investigated
Keywords :
linear systems; state estimation; time-varying systems; H∞ state estimation; asymptotic properties; finite horizon estimation problem; infinite horizon; linear periodic systems; necessary and sufficient conditions; unbiased linear periodic asymptotically stable estimator; Attenuation; Differential equations; Eigenvalues and eigenfunctions; H infinity control; Infinite horizon; Integrated circuit noise; Observers; Riccati equations; State estimation; Time varying systems;
Journal_Title :
Automatic Control, IEEE Transactions on
