Minimax filtering: \(\gamma_0\)-optimal observers and generalized \(H_\infty\)-optimal filters

DOI10.1134/S0005117913040024zbMath1275.93057MaRDI QIDQ384238

Mark M. Kogan, Dmitry V. Balandin

Publication date: 27 November 2013

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

linear matrix inequalitiesfiltering\(\gamma_0\)-optimal observergeneralized \(H_\infty\)-optimal filterminimax observation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) (H^infty)-control (93B36) Observability (93B07)

Related Items (5)

Synthesis of state unknown inputs observers for nonlinear Lipschitz systems with uncertain disturbances ⋮ State observer synthesis by measurement results for nonlinear Lipschitz systems with uncertain disturbances ⋮ Generalized \(H_{\infty}\)-optimal filtering for discrete-time plants over finite and infinite time horizons ⋮ In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories ⋮ State and unknown inputs observers for time-varying nonlinear systems with uncertain disturbances

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
• Linear-quadratic and \(\gamma \)-optimal output control laws
• Generalized \(H _{\infty }\)-optimal filtering under external and initial perturbations
• LMI-basedH_∞-optimal control with transients
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Revisited LQ output-feedback control: minimax controller for a set of initial states
• Filtering and smoothing in an H/sup infinity / setting
• Linear Matrix Inequalities in System and Control Theory

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