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
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