• DocumentCode
    2871090
  • Title

    A mixed H2 / H∞ estimation problem for linear systems with state dependent noise

  • Author

    Stoica, Adrian-Mihail

  • Author_Institution
    Fac. of Aerosp. Eng., Univ. Politeh. of Bucharest, Bucharest, Romania
  • fYear
    2011
  • fDate
    7-10 Nov. 2011
  • Firstpage
    430
  • Lastpage
    433
  • Abstract
    The paper presents a mixed H2 / H∞ estimation problem for continuous-time stochastic systems with state-dependent noise. The estimator has the structure of a Luenberger type observer. It is proved that the solution of the mixed H2 / H∞ estimation problem depends on the stabilizing solution of a specific filtering Riccati equation and on the solution of a Lyapunov equation. A numerical example illustrates the theoretical developments.
  • Keywords
    H∞ control; H2 control; Lyapunov methods; linear systems; stochastic systems; H2 IH∞ estimation problem; Luenberger type observer; Lyapunov equation; continuous time stochastic systems; filtering Riccati equation; linear systems; state dependent noise; Estimation; Kalman filters; Noise; Riccati equations; Stochastic systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    IECON 2011 - 37th Annual Conference on IEEE Industrial Electronics Society
  • Conference_Location
    Melbourne, VIC
  • ISSN
    1553-572X
  • Print_ISBN
    978-1-61284-969-0
  • Type

    conf

  • DOI
    10.1109/IECON.2011.6119349
  • Filename
    6119349
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2871090