• DocumentCode
    820081
  • Title

    Finite Horizon {H}^{\\infty } Filtering With Initial Condition

  • Author

    Foo, Yung

  • Author_Institution
    LW Electr. & Mech. Eng., Pte. Ltd, Singapore
  • Volume
    53
  • Issue
    11
  • fYear
    2006
  • Firstpage
    1220
  • Lastpage
    1224
  • Abstract
    We consider the problem of finite horizon Hinfin filtering with uncertain initial conditions. An Hinfin norm-like performance measure that explicitly accounts for the effect of initial condition is proposed. Necessary and sufficient conditions are derived for the existence of an estimator that achieves a pre-specified value of this performance measure
  • Keywords
    Hinfin control; filtering theory; uncertain systems; finite horizon Hinfin filtering; norm-like performance measure; uncertain initial conditions; Cost function; Differential algebraic equations; Digital filters; Estimation error; Linear matrix inequalities; Mechanical engineering; Riccati equations; Time measurement; Time varying systems; Vectors; Finite horizon ${H}^{infty}$ filter; initial condition; robust filtering;
  • fLanguage
    English
  • Journal_Title
    Circuits and Systems II: Express Briefs, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1549-7747
  • Type

    jour

  • DOI
    10.1109/TCSII.2006.882803
  • Filename
    4012380
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=820081