Title :
On H∞ robust tracking of time-varying parameters
Author :
Bolzern, P. ; Colaneri, P. ; Nicolao, G. De
Author_Institution :
Dipt di Elettronica e Inf., Politecnico di Milano, Italy
fDate :
6/21/1905 12:00:00 AM
Abstract :
The problem of tracking time-varying parameters in noisy linear regression models is addressed in an H∞ setting. The paper presents preliminary results on a sufficient condition ensuring that the central H∞ filter achieves a given attenuation level γ for all possible regressor sequences satisfying an excitation condition
Keywords :
H∞ control; Riccati equations; difference equations; filtering theory; parameter estimation; robust control; sequences; state-space methods; H∞ robust tracking; central H∞ filter; excitation condition; noisy linear regression models; regressor sequences; sufficient condition; time-varying parameters; Adaptive filters; Attenuation measurement; Hydrogen; Noise robustness; Parameter estimation; Riccati equations; Signal design; Sufficient conditions; Upper bound; White noise;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.827753
