• DocumentCode
    313741
  • Title

    State-space structure of finite horizon optimal mixed H2/H∞ filters

  • Author

    Halder, B. ; Hassibi, B. ; Kailath, T.

  • Author_Institution
    Inf. Syst. Lab., Stanford Univ., CA, USA
  • Volume
    1
  • fYear
    1997
  • fDate
    4-6 Jun 1997
  • Firstpage
    784
  • Abstract
    We show that finite horizon optimal mixed H2/H∞ filters are not of fixed order. Moreover, when the underlying systems have state-space models of order n, the optimal finite horizon mixed H2/H∞, filter has state-space model of order no greater than n+J where J is the multiplicity of the maximum singular value of T2(K) equal to the H∞ bound γ
  • Keywords
    filtering theory; linear systems; state estimation; state-space methods; H∞ bound; finite horizon optimal mixed H2/H∞ filters; maximum singular value; multiplicity; state-space model; state-space structure; Cost function; Filters; Hydrogen; Infinite horizon; Lagrangian functions; Optimized production technology; State-space methods; Stress; Upper bound;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1997. Proceedings of the 1997
  • Conference_Location
    Albuquerque, NM
  • ISSN
    0743-1619
  • Print_ISBN
    0-7803-3832-4
  • Type

    conf

  • DOI
    10.1109/ACC.1997.611909
  • Filename
    611909
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=313741