Generalized \(H _{\infty }\)-optimal filtering under external and initial perturbations

DOI10.1134/S0012266112110067zbMath1257.93097OpenAlexW2008903218MaRDI QIDQ1939471

Dmitry V. Balandin, Mark M. Kogan

Publication date: 4 March 2013

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0012266112110067

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Perturbations in control/observation systems (93C73) (H^infty)-control (93B36) Linear systems in control theory (93C05)

Related Items (6)

Suboptimal anisotropic filtering in a finite horizon ⋮ Minimax filtering: \(\gamma_0\)-optimal observers and generalized \(H_\infty\)-optimal filters ⋮ Generalized \(H_{\infty}\)-optimal filtering for discrete-time plants over finite and infinite time horizons ⋮ Anisotropy-based suboptimal filtering for the linear discrete time-invariant systems ⋮ Design of generalized discrete-time \(H_\infty\)-optimal control over finite and infinite intervals ⋮ In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories

Cites Work

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• Minimax observers of full and reduced order
• Generalized \(H_\infty\)-optimal control as a trade-off between the \(H_\infty\)-optimal and \(\gamma\)-optimal controls
• All controllers for the general \({\mathcal H}_ \infty\) control problem: LMI existence conditions and state space formulas
• Optimal damping of perturbations in a system with unknown initial conditions
• LMI-basedH_∞-optimal control with transients
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Filtering and smoothing in an H/sup infinity / setting
• A linear matrix inequality approach to H_∞ control

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