Limiting performance of optimal linear filters
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Publication:1295082
DOI10.1016/S0005-1098(98)00144-7zbMath0931.93071MaRDI QIDQ1295082
Julio H. Braslavsky, David Q. Mayne, Petar V. Kokotovic, Maria Marta Seron
Publication date: 5 December 1999
Published in: Automatica (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Design techniques (robust design, computer-aided design, etc.) (93B51) Perturbations in control/observation systems (93C73)
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Explicit Solution for a Class of Discrete-Time Algebraic Riccati Equations ⋮ Novel insights on the stabilising solution to the continuous-time algebraic Riccati equation ⋮ Limiting performance of optimal linear discrete filters ⋮ Asymptotic properties of an infinite horizon partial cheap control problem for linear systems with known disturbances ⋮ Suboptimal solution of a cheap control problem for linear systems with multiple state delays ⋮ Cheap decoupled control ⋮ Closed-form solution for a class of continuous-time algebraic Riccati equations ⋮ Robust trajectory tracking: differential game/cheap control approach
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