Title :
Feasibility and convergence analysis of discrete-time H∞ a priori filters
Author :
Zhu, Xing ; Soh, Yeng Chai ; Lihua Xie
Author_Institution :
Sch. of Electr. & Electron. Eng., Nanyang Technol. Inst., Singapore
Abstract :
The performance and convergence analysis of discrete-time H∞ a priori filters is addressed in this paper. We deal with a more general term of Riccati equations arising from standard discrete-time H∞ a priori filters than the existing results of Bolzern et al. (1999). A sufficient condition for feasibility and convergence of H∞ a priori filters is given in terms of certain matrix inequality of initial condition
Keywords :
Riccati equations; convergence; difference equations; discrete time filters; filtering theory; matrix algebra; state estimation; H∞ filters; Lyapunov equation; Riccati equations; convergence; difference equation; discrete time systems; discrete-time filters; feasibility; matrix inequality; state estimation; sufficient condition; Convergence; Difference equations; Eigenvalues and eigenfunctions; Filters; Linear matrix inequalities; Performance analysis; Riccati equations; Robustness; Steady-state; Sufficient conditions;
Conference_Titel :
American Control Conference, 2000. Proceedings of the 2000
Conference_Location :
Chicago, IL
Print_ISBN :
0-7803-5519-9
DOI :
10.1109/ACC.2000.877008
