DocumentCode :
820081
Title :
Finite Horizon 
Filtering With Initial Condition
Author :
Foo, Yung
Author_Institution :
LW Electr. & Mech. Eng., Pte. Ltd, Singapore
Volume :
53
Issue :
11
fYear :
2006
Firstpage :
1220
Lastpage :
1224
Abstract :
We consider the problem of finite horizon Hinfin filtering with uncertain initial conditions. An Hinfin norm-like performance measure that explicitly accounts for the effect of initial condition is proposed. Necessary and sufficient conditions are derived for the existence of an estimator that achieves a pre-specified value of this performance measure
Keywords :
Hinfin control; filtering theory; uncertain systems; finite horizon Hinfin filtering; norm-like performance measure; uncertain initial conditions; Cost function; Differential algebraic equations; Digital filters; Estimation error; Linear matrix inequalities; Mechanical engineering; Riccati equations; Time measurement; Time varying systems; Vectors; Finite horizon ${H}^{infty}$ filter; initial condition; robust filtering;
fLanguage :
English
Journal_Title :
Circuits and Systems II: Express Briefs, IEEE Transactions on
Publisher :
ieee
ISSN :
1549-7747
Type :
jour
DOI :
10.1109/TCSII.2006.882803
Filename :
4012380
Link To Document :
