• DocumentCode
    2066350
  • Title

    Conditioning of the discrete-time infinite-horizon H∞ filtering problem

  • Author

    Christov, N.D. ; Najim, M. ; Grivel, E. ; Henry, D.

  • Author_Institution
    Dept. of Automatics, Tech. Univ. of Sofia, Bulgaria
  • Volume
    3
  • fYear
    2002
  • fDate
    2002
  • Firstpage
    1867
  • Abstract
    The paper deals with the local sensitivity of the discrete-time H∞ filtering problem. A condition number based perturbation bound is obtained for the solution of the Riccati equation which determines the sensitivity of the problem.
  • Keywords
    Riccati equations; discrete time systems; filtering theory; linear systems; observability; perturbation techniques; sensitivity analysis; state estimation; H∞ filtering; algebraic Riccati equation; condition numbers; discrete-time system; linear system; local sensitivity; observability; perturbation analysis; Estimation error; Filtering; Lubricating oils; Nonlinear filters; Petroleum; Riccati equations; State estimation; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 2002. Proceedings of the 2002
  • ISSN
    0743-1619
  • Print_ISBN
    0-7803-7298-0
  • Type

    conf

  • DOI
    10.1109/ACC.2002.1023904
  • Filename
    1023904
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2066350