Title :
Hyper H∞ filtering problem and its solutions
Author :
Nishiyama, Kiyoshi
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Iwate Univ., Morioka, Japan
Abstract :
The hyper H∞ filter and its fast algorithms have been developed for time-variant system identification. However, no details of the optimization mechanism has been clarified yet. In this work, we provide a new framework for the H∞ filtering problem, and then give new insight into the mechanism of optimization in the hyper H∞ filter.
Keywords :
Kalman filters; filtering theory; identification; optimisation; Kalman filter; hyper H∞ filtering problem; optimization mechanism; time-variant system identification; Kalman filters; H∞ filter; Kalman filter; modeling; optimization; solution;
Conference_Titel :
Information Sciences Signal Processing and their Applications (ISSPA), 2010 10th International Conference on
Conference_Location :
Kuala Lumpur
Print_ISBN :
978-1-4244-7165-2
DOI :
10.1109/ISSPA.2010.5605531
