Existence and convergence of solutions to the H sampled-data estimation problem

DOI10.1080/002071700445406zbMath0998.93040OpenAlexW2136896013MaRDI QIDQ4543895

De Nicolao, Giuseppe, Paolo Bolzern, Massimo Maroni, Uri Shaked

Publication date: 11 August 2002

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

Full work available at URL: https://doi.org/10.1080/002071700445406

zbMATH Keywords

discretizationconvergence\(H_\infty\) filteringsampled-data filteringtime-invariant linear systemsfinite horizon filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) (H^infty)-control (93B36) Sampled-data control/observation systems (93C57)

Related Items (1)

The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation

This page was built for publication: Existence and convergence of solutions to the H sampled-data estimation problem