Asymptotic behavior of periodic \(H_\infty\) a posteriori filters

DOI10.1007/BF01201976zbMath1003.93048MaRDI QIDQ5953486

Xing Zhu, Xie, Lihua, Yeng Chai Soh

Publication date: 8 January 2003

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

periodic systemsperiodic \(H_\infty\) filtersperiodic Riccati difference equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) (H^infty)-control (93B36) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters
• On stabilizing properties of solutions of the Riccati difference equation
• Periodic strong solution for the optimal filtering problem of linear discrete-time periodic systems
• H/sub infinity / state estimation for linear periodic systems
• New conditions for the convergence of H/sub ∞/ filters and predictors
• Linear estimation in Krein spaces. II. Applications

This page was built for publication: Asymptotic behavior of periodic \(H_\infty\) a posteriori filters