Optimal discrete-timeH∞/γ0filtering and control under unknown covariances

DOI10.1080/00207179.2015.1091511zbMath1338.93372OpenAlexW1822948913MaRDI QIDQ2807886

Mark M. Kogan

Publication date: 25 May 2016

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2015.1091511

zbMATH Keywords

discrete-time systemsunknown covariances\(H_\infty/\gamma_0\) control\(H_\infty/\gamma_0\) filteringmixed stochastic and deterministic disturbancesperformance measure \(\gamma_0\)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) (H^infty)-control (93B36) Linear systems in control theory (93C05)

Related Items (5)

Design of Pareto-optimal linear quadratic estimates, filters and controllers ⋮ Pareto suboptimal controllers against coalitions of disturbances ⋮ Pareto suboptimal controllers in multi-objective disturbance attenuation problems ⋮ Design of suboptimal robust controllers based on a priori and experimental data ⋮ Design of optimal and robust control with \(H_\infty/\gamma_0\) performance criterion

Cites Work

• Unnamed Item
• Mixed-norm \(H_ 2/H_{\infty}\) regulation and estimation: The discrete- time case
• Mixed \({\mathcal H}_ 2/{\mathcal H}_{\infty}\) control for discrete-time systems via convex optimization
• Mixed \(\mathcal H_2/\mathcal H_{\infty}\) control: the discrete-time case
• Multiobjective \boldmath$\Ht/\Hf$ Control Design
• Minimax state estimation for linear stochastic systems with noise uncertainty
• LQG control with an H/sup infinity / performance bound: a Riccati equation approach
• Game theory approach to state estimation of linear discrete-time processes and its relation toH∞-optimal estimation
• Mixed ℋ/sub 2/ and ℋ/sub ∞/ performance objectives. I. Robust performance analysis
• Mixed ℋ/sub 2/ and ℋ/sub ∞/ performance objectives. II. Optimal control
• LMI-based minimax estimation and filtering under unknown covariances

This page was built for publication: Optimal discrete-timeH_∞/γ₀filtering and control under unknown covariances