Minimax filtering: γ0-optimal observers and generalized H∞-optimal filters

  • Authors:

  • D. V. Balandin;M. M. Kogan

  • Affiliations:

  • Lobachevskii State University, Nizhni Novgorod, Russia;Nizhni Novgorod State University of Architecture and Civil Engineering, Nizhni Novgorod, Russia

  • Venue:
  • Automation and Remote Control
  • Year:
  • 2013

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Abstract

We study minimax observation and filtering problems. We introduce the notions of a γ 0-optimal observer and a generalized H ∞-optimal filter of full and reduced orders whose existence conditions and construction methods are expressed in terms of linear matrix inequalities.