Title :
H∞-optimal estimation: a tutorial
Author :
Shaked, U. ; Theodor, Y.
Author_Institution :
Dept. of Electr. Eng.-Syst., Tel-Aviv Univ., Israel
Abstract :
The different aspects of H∞ estimation of linear, time-varying processes are considered, in both the continuous- and the discrete-time cases. The connection with differential games is explained and the uniqueness and robustness issues are discussed. Four illustrative examples are given that demonstrate the various estimation schemes and compare the H∞ results with the corresponding L2 solutions
Keywords :
State estimation; filtering and prediction theory; optimisation; state estimation; time-varying systems; H∞ filter; H∞ optimal estimation; differential games; fixed point smoothing; robustness; time-varying processes; uniqueness; Control systems; Estimation error; Filtering; H infinity control; Linear systems; Observers; Riccati equations; Robustness; State estimation; Time varying systems; Tutorial;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371384
