Title :
H∞ filtering problem and the relationship between polynomial and state-space results
Author_Institution :
Ind. Control Unit, Strathclyde Univ., Glasgow, UK
Abstract :
A solution to the standard suboptimal H∞ filtering problem using a polynomial systems approach is presented. The polynomial matrix solution is closely related to the recent H ∞ state-space-based Riccati equation results, and the links between the polynomial and state-equation methodologies are demonstrated
Keywords :
filtering and prediction theory; matrix algebra; optimal control; polynomials; state-space methods; Riccati equation; polynomial systems; state-equation methodologies; state-space results; suboptimal H∞ filtering problem; Cost function; Estimation error; Filtering; Filters; H infinity control; Industrial control; Polynomials; Riccati equations; State estimation; Technological innovation;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261589
