• DocumentCode
    3267632
  • 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
  • Volume
    4
  • fYear
    2002
  • fDate
    10-13 Dec. 2002
  • Firstpage
    4250
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-7516-5
  • Type

    conf

  • DOI
    10.1109/CDC.2002.1185037
  • Filename
    1185037