Trade-offs in linear filter design

DOI10.1016/0005-1098(95)00061-ZzbMath0839.93073OpenAlexW2088050427MaRDI QIDQ1902565

Yanyan Li

Publication date: 23 June 1996

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(95)00061-z

zbMATH Keywords

sensitivitydesignperformance limitationslinear filtes

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35)

Related Items

Limitations on control system performance. With discussion by O. H. Bosgra, S. Engell and Richard H. Middleton and comments by the author. ⋮ Fundamental performance properties of a general class of observers for linear systems having predictable disturbances ⋮ Sensitivity limitations for multivariable linear filtering ⋮ Connecting filtering and control sensitivity functions

Cites Work

• Unnamed Item
• Unnamed Item
• Interpolation approach to \(H^{\infty}\) estimation and its interconnection to loop transfer recovery
• The class of all stable unbiased state estimators
• Steady-state Kalman filtering with an \(H_{\infty}\) error bound
• Right half plane poles and zeros and design tradeoffs in feedback systems
• Filtering and smoothing in an H/sup infinity / setting
• H_∞ estimation for discrete‐time linear uncertain systems
• Game theory approach to optimal linear state estimation and its relation to the minimum H/sub infinity /-norm estimation
• H_∞optimal multichannel linear deconvolution filters, predictors and smoothers