Title :
γ-recalibration of a class of H∞-filters
Author :
Bolzern, P. ; Colaneri, P. ; De Nicolao, G.
Author_Institution :
Dipt. di Elettronica, Politecnico di Milano, Italy
Abstract :
We consider H∞-filtering of discrete-time systems when the variable to be estimated coincides with the uncorrupted measured output. The main result states that the central H∞ -filter implemented with a certain design parameter γ ensures an easy-to-compute attenuation level less than γ. An explicit formula is derived to recalibrate the parameter γ as a function of the prescribed attenuation level. A possible application of this result is in the field of robust adaptive filtering
Keywords :
Riccati equations; adaptive filters; difference equations; discrete time systems; filtering theory; linear systems; state estimation; time-varying systems; γ-recalibration; H∞-filters; attenuation level; robust adaptive filtering; uncorrupted measured output; Adaptive filters; Attenuation; Constraint theory; Councils; Filtering; Ice; Riccati equations; Robustness; Upper bound; White noise;
Conference_Titel :
American Control Conference, 1999. Proceedings of the 1999
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4990-3
DOI :
10.1109/ACC.1999.786603
