• DocumentCode
    335506
  • Title

    Spectral theory of H∞ filters and smoothers

  • Author

    Jonckheere, Edmond ; Bhajekar, Shivanand

  • Author_Institution
    Dept. of Electr. Eng. Syst., Univ. of Southern California, Los Angeles, CA, USA
  • Volume
    2
  • fYear
    1994
  • fDate
    29 June-1 July 1994
  • Firstpage
    2222
  • Abstract
    This paper probes the spectral theory of the L∞ filtering/smoothing problem in the 2 block format. The solution for the filter/smoother which satisfies a L∞ performance bound, is presented. Using spectral properties of the problem, it is proved that extending the scope of acceptable compensators from filters to smoothers can not improve the L∞ performance.
  • Keywords
    smoothing methods; spectral analysis; state estimation; 2 block format; H∞ filters/smoothers; L∞ filtering/smoothing; L∞ performance bound; Colored noise; Filtering theory; Filters; Noise measurement; Probes; Riccati equations; Smoothing methods; State estimation; Sufficient conditions; Transfer functions;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1994
  • Print_ISBN
    0-7803-1783-1
  • Type

    conf

  • DOI
    10.1109/ACC.1994.752470
  • Filename
    752470
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=335506