Title :
Design of a full-order H2/H∞ estimator for discrete-time system
Author :
Takaba, Kiyotsugu ; Katayama, Tohru
Author_Institution :
Dept. of Appl. Math. & Phys., Kyoto Univ., Japan
Abstract :
This paper considers a discrete-time H2/H∞ estimation problem based on a parametrization of full-order H∞ estimators. By Lagrange multiplier technique, the free parameter of the full-order estimators is determined so that the H 2 norm of the error system is minimized
Keywords :
discrete time systems; linear systems; optimal control; parameter estimation; H2 norm; Lagrange multiplier technique; discrete-time system; error system; free parameter; full-order H∞ estimators; full-order H2/H∞ estimator; parametrization; Design engineering; Feedback control; Hydrogen; Lagrangian functions; Mathematics; Nonlinear filters; Physics; State estimation; Symmetric matrices; Upper bound;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325186