Title :
On H∞/H2 filtering: stability and performance limits
Author :
Kalata, P.R. ; Murphy, K.M. ; Grimble, M.J. ; Katebi, M R
Author_Institution :
Dept. of ECE, Drexel Univ., Philadelphia, PA, USA
Abstract :
Considers the H∞, H2 and Kalman continuous and discrete time, scalar linear filtering problems. We consider stability and performance issues and derive exact filtering performance limit expressions. A significant change in the H∞ and bounded limit expressions occur when the system being filtered becomes unstable. Transient solutions are developed for continuous filter design. Examples of the stability, performance and design issues are presented
Keywords :
Kalman filters; continuous time systems; discrete time systems; eigenvalues and eigenfunctions; filtering theory; linear systems; matrix algebra; parameter estimation; stability; H∞ filtering; H2 filtering; bounded limit expressions; continuous time filters; discrete time filters; exact filtering performance limit expressions; performance limits; scalar linear filtering problems; transient solutions; Discrete transforms; Eigenvalues and eigenfunctions; Filtering; Hydrogen; Kalman filters; Performance gain; Stability; Transfer functions; Uncertainty; Upper bound;
Conference_Titel :
American Control Conference, 2000. Proceedings of the 2000
Conference_Location :
Chicago, IL
Print_ISBN :
0-7803-5519-9
DOI :
10.1109/ACC.2000.876708
