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
fDate :
29 June-1 July 1994
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;
Conference_Titel :
American Control Conference, 1994
Print_ISBN :
0-7803-1783-1
DOI :
10.1109/ACC.1994.752470
