Title :
New perturbation bounds for the discrete-time H∞ filtering problem
Author :
Christov, N.D. ; Najim, M. ; Grivel, E. ; Henry, D.
Author_Institution :
Dept. of Autom., Tech. Univ. of Sofia, Bulgaria
Abstract :
The paper deals with the local sensitivity of the discrete-time infinite-horizon H∞ filtering problem. A new nonlinear perturbation bound is derived for the solution of the related matrix Riccati equation.
Keywords :
Riccati equations; discrete time systems; filtering theory; infinite horizon; perturbation techniques; sensitivity analysis; discrete time H∞ filtering problem; infinite horizon; local sensitivity; matrix Riccati equation; nonlinear perturbation bound; Erbium; Estimation error; Filtering; Filters; Nonlinear equations; Riccati equations; Sensitivity analysis; State estimation; Vectors;
Conference_Titel :
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
Print_ISBN :
0-7803-7516-5
DOI :
10.1109/CDC.2002.1185037
