• DocumentCode
    434981
  • Title

    H∞ filtering for continuous systems with delayed measurements

  • Author

    Zhang, Huanshui ; Feng, Gang ; Duan, Guangren

  • Author_Institution
    Shenzhen Graduate Sch. of Harbin Inst. of Technol., Shenzhen Univ., Xili, China
  • Volume
    4
  • fYear
    2004
  • fDate
    14-17 Dec. 2004
  • Firstpage
    4046
  • Abstract
    In this paper, we aim to study the H∞ filtering problem for linear continuous-time systems with both instantaneous and multiple-time delayed measurements. The key technique applied for deriving the estimator is the re-organized innovation analysis approach in Krein space. A necessary and sufficient condition for the existence of an H∞ estimator is derived. The solution to the H∞ filter is given in terms of solutions of Riccati and matrix differential equations.
  • Keywords
    Riccati equations; continuous time systems; delays; differential equations; filtering theory; linear systems; matrix algebra; state estimation; time-varying systems; H∞ filtering; Krein space; Riccati equations; continuous systems; delayed measurements; instantaneous measurements; linear systems; matrix differential equations; multiple-time delayed measurements; necessary and sufficient condition; re-organized innovation analysis approach; Continuous time systems; Control systems; Delay estimation; Delay systems; Filtering; Nonlinear filters; Riccati equations; Space technology; Sufficient conditions; Technological innovation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2004. CDC. 43rd IEEE Conference on
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-8682-5
  • Type

    conf

  • DOI
    10.1109/CDC.2004.1429385
  • Filename
    1429385
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=434981