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Author Takaba, K. ♦ Katayama, T.
Source IEEE Xplore Digital Library
Content type Text
Publisher Institute of Electrical and Electronics Engineers, Inc. (IEEE)
File Format PDF
Copyright Year ©1992
Language English
Subject Domain (in DDC) Technology ♦ Engineering & allied operations
Subject Keyword H infinity control ♦ Filters ♦ Game theory ♦ Riccati equations ♦ State estimation ♦ Cost function ♦ Difference equations ♦ White noise ♦ Estimation error ♦ Yttrium
Abstract The authors consider discrete-time H/sub infinity / filters based on a game-theoretic approach. The H/sub infinity / filters are developed based on the discrete-time linear-quadratic (LQ) game. The authors obtain two different filters: a one-step predictor and a filter that yields the current state estimate. It is shown that the steady-state filters exist if an algebraic Riccati equation has a nonnegative solution and that both of the filters satisfy the H/sub infinity / norm bound. The worst disturbance maximizing the energy ratio of the estimation error to the disturbance is also given by linear feedback of the estimation error. Furthermore, the authors propose an H/sub infinity / fixed-lag smoother based on the H/sub infinity / filter derived.
Description Author affiliation: Dept. of Appl. Math. & Phys., Kyoto Univ., Japan (Takaba, K.; Katayama, T.)
ISBN 0780307348
Educational Role Student ♦ Teacher
Age Range above 22 year
Educational Use Research ♦ Reading
Education Level UG and PG
Learning Resource Type Article
Publisher Date 1992-09-17
Rights Holder Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Size (in Bytes) 337.88 kB
Page Count 5
Starting Page 261
Ending Page 265

Source: IEEE Xplore Digital Library