An innovation approach to optimize a Kalman filter with anH∞error bound by secant method

DOI10.1080/00207729608929262zbMath0855.93085OpenAlexW2093944229MaRDI QIDQ4895706

Hung-Hseng Hsu, Bing-Fei Wu

Publication date: 27 November 1996

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729608929262

zbMATH Keywords

Kalman filtersecant method\(H_ \infty\) normenergy of the estimation errororthogonal principles

Mathematics Subject Classification ID

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

Cites Work

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• Steady-state Kalman filtering with an \(H_{\infty}\) error bound
• Disturbance attenuation and<tex>H^{∞}</tex>optimization: A design method based on the algebraic Riccati equation
• One-step extension approach to optimal Hankel-norm approximation and H/sup infinity /-optimization problems
• Secant modification of Newton's method
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Linear Control Theory with an ${\bf H}_\infty $ Optimality Criterion
• A polynomial approach to minimax frequency domain optimization of multivariable feedback systems
• Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inverses
• H/sub infinity /-control by state-feedback and fast algorithms for the computation of optimal H/sub infinity /-norms

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