H/sub ∞/-differential Riccati equations: convergence properties and finite escape phenomena

DOI10.1109/9.553694zbMath0869.93017OpenAlexW1581755772MaRDI QIDQ3124449

Colaneri, Patrizio, De Nicolao, Giuseppe, Paolo Bolzern

Publication date: 4 September 1997

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.553694

zbMATH Keywords

robust controlasymptotic performancefinite escape timesfinite-horizon \(H_ \infty\)-filteringsign-indefinite differential Riccati equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) (H^infty)-control (93B36)

Related Items (7)

Sufficient condition for estimation in designing \(H_{\infty}\) filter-based SLAM ⋮ Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters ⋮ Passivity of switched linear systems: analysis and control design ⋮ Finite escapes and convergence properties of guaranteed-cost robust filters ⋮ Root-mean-square gains of switched linear systems: a variational approach ⋮ A structure-preserving algorithm for the minimum H _∞ norm computation of finite-time state feedback control problem ⋮ Discussion on: `Discrete-time Riccati equations in open-loop Nash and Stackelberg games' by G. Freiling, G. Jank and H. Abou-Kandil.

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