Optimal control: linear quadratic methods
Optimal control: linear quadratic methods
The H∞ control problem
Linear robust control
H2 optimal control
Modern Digital Control Systems
Modern Digital Control Systems
Robust Estimation and Failure Detection: A Concise Treatment
Robust Estimation and Failure Detection: A Concise Treatment
Linear Optimal Control: H(2) and H (Infinity) Methods
Linear Optimal Control: H(2) and H (Infinity) Methods
Linear Time Varying Systems and Sampled-Data Systems
Linear Time Varying Systems and Sampled-Data Systems
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We consider the problem of finite horizon discrete time H∞ filtering with uncertain initial condition. An H∞ norm-like performance measure that explicitly accounts for the effect of the initial condition is proposed. Conditions are then derived for the existence and construction of a strictly causal sub-optimal estimator that achieves a pre-specified value of this performance measure. It is also shown that the achievable infimum value of this measure would in general depend on the structure and magnitude of uncertainty present in the initial condition of the system.