Algorithms for optimal estimation by the \(H^ \infty\)-criterion for systems with square-summable and square-integrable actions (Q1900776)
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scientific article; zbMATH DE number 808432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithms for optimal estimation by the \(H^ \infty\)-criterion for systems with square-summable and square-integrable actions |
scientific article; zbMATH DE number 808432 |
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Algorithms for optimal estimation by the \(H^ \infty\)-criterion for systems with square-summable and square-integrable actions (English)
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24 October 1995
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The authors study an \(H^\infty\) problem for a --- nonautonomous --- linear system. The problem consists in building filters for systems with square-summable or square integrable actions. The authors propose two algorithms in the discrete case and one algorithm in the continuous case. As it is often the case in optimal control problems, the problem is reduced to obtaining solutions to suitable Riccati equations.
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\(H^ \infty\) problem
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filters
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Riccati equation
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