DocumentCode
358230
Title
On H∞/H2 filtering: stability and performance limits
Author
Kalata, P.R. ; Murphy, K.M. ; Grimble, M.J. ; Katebi, M R
Author_Institution
Dept. of ECE, Drexel Univ., Philadelphia, PA, USA
Volume
2
fYear
2000
fDate
2000
Firstpage
1288
Abstract
Considers the H∞, H2 and Kalman continuous and discrete time, scalar linear filtering problems. We consider stability and performance issues and derive exact filtering performance limit expressions. A significant change in the H∞ and bounded limit expressions occur when the system being filtered becomes unstable. Transient solutions are developed for continuous filter design. Examples of the stability, performance and design issues are presented
Keywords
Kalman filters; continuous time systems; discrete time systems; eigenvalues and eigenfunctions; filtering theory; linear systems; matrix algebra; parameter estimation; stability; H∞ filtering; H2 filtering; bounded limit expressions; continuous time filters; discrete time filters; exact filtering performance limit expressions; performance limits; scalar linear filtering problems; transient solutions; Discrete transforms; Eigenvalues and eigenfunctions; Filtering; Hydrogen; Kalman filters; Performance gain; Stability; Transfer functions; Uncertainty; Upper bound;
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.2000.876708
Filename
876708
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