Optimal design of robust predictors for linear discrete-time systems

DOI10.1016/0167-6911(94)00106-6zbMath0877.93050OpenAlexW2031087709MaRDI QIDQ672586

De Nicolao, Giuseppe, Paolo Bolzern, Colaneri, Patrizio

Publication date: 28 February 1997

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(94)00106-6

zbMATH Keywords

Riccati equationLinear systemsDiscrete-time systemsRobust filteringPrediction

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Design techniques (robust design, computer-aided design, etc.) (93B51) Discrete-time control/observation systems (93C55) (H^infty)-control (93B36)

Related Items (4)

Optimal design of robust predictors for linear discrete-time systems ⋮ Finite escapes and convergence properties of guaranteed-cost robust filters ⋮ Robust filtering for linear equality constrained systems ⋮ Robust \(\mathcal H_2\) filtering for uncertain linear systems: LMI based methods with parametric Lyapunov functions

Cites Work

• Optimal design of robust predictors for linear discrete-time systems
• Optimum performance levels for minimax filters, predictors and smoothers
• The singular \(H_ 2\) control problem
• Quadratic stability with real and complex perturbations
• A transfer function approach to the problems of discrete-time systems: H/sub infinity /-optimal linear control and filtering
• H_∞ estimation for discrete‐time linear uncertain systems
• Robust discrete controllers guaranteeing l/sub 2/ and l/sub infinity / performances
• On the computation of upper covariance bounds for perturbed linear systems
• Covariance bounds for discrete-time linear systems with time-varying parameter uncertainty

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