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Robust discrete‐time H ∞ filtering with uncertain initial state
Author(s) -
Foo Y. K.
Publication year - 2009
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/rnc.1366
Subject(s) - measure (data warehouse) , discrete time and continuous time , state (computer science) , filter (signal processing) , computer science , horizon , mathematical optimization , control theory (sociology) , filtering problem , mathematics , algorithm , filter design , control (management) , artificial intelligence , data mining , statistics , geometry , computer vision
We consider the problem of finite‐horizon discrete‐time H ∞ filtering with uncertain initial state condition and establish the relationship between the conventional γ‐performance bound and a recently proposed performance measure. A sub‐optimal but more efficient approach to computing the filter for the new performance measure is also derived. Copyright © 2008 John Wiley & Sons, Ltd.