• DocumentCode
    2536913
  • Title

    Feasibility and convergence analysis of discrete-time H∞ a priori filters

  • Author

    Zhu, Xing ; Soh, Yeng Chai ; Lihua Xie

  • Author_Institution
    Sch. of Electr. & Electron. Eng., Nanyang Technol. Inst., Singapore
  • Volume
    6
  • fYear
    2000
  • fDate
    2000
  • Firstpage
    4179
  • Abstract
    The performance and convergence analysis of discrete-time H∞ a priori filters is addressed in this paper. We deal with a more general term of Riccati equations arising from standard discrete-time H∞ a priori filters than the existing results of Bolzern et al. (1999). A sufficient condition for feasibility and convergence of H∞ a priori filters is given in terms of certain matrix inequality of initial condition
  • Keywords
    Riccati equations; convergence; difference equations; discrete time filters; filtering theory; matrix algebra; state estimation; H∞ filters; Lyapunov equation; Riccati equations; convergence; difference equation; discrete time systems; discrete-time filters; feasibility; matrix inequality; state estimation; sufficient condition; Convergence; Difference equations; Eigenvalues and eigenfunctions; Filters; Linear matrix inequalities; Performance analysis; Riccati equations; Robustness; Steady-state; Sufficient conditions;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 2000. Proceedings of the 2000
  • Conference_Location
    Chicago, IL
  • ISSN
    0743-1619
  • Print_ISBN
    0-7803-5519-9
  • Type

    conf

  • DOI
    10.1109/ACC.2000.877008
  • Filename
    877008
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2536913