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H ∞ estimation for discrete‐time linear uncertain systems
Author(s) -
Xie Lihua,
de Souza Carlos E.,
Fu Minyue
Publication year - 1991
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.4590010206
Subject(s) - algebraic riccati equation , riccati equation , estimator , mathematics , quadratic growth , bounded function , discrete time and continuous time , norm (philosophy) , linear system , algebraic number , control theory (sociology) , mathematical optimization , computer science , mathematical analysis , statistics , control (management) , differential equation , artificial intelligence , political science , law
This paper is concerned with the problem of H ∞ estimation for linear discrete‐time systems with time‐varying norm‐bounded parameter uncertainty in both the state and output matrices. We design an estimator such that the estimation error dynamics is quadratically stable and the induced operator norm of the mapping from noise to estimation error is kept within a prescribed bound for all admissible uncertainties. A Riccati equation approach is proposed to solve the estimation problem and it is shown that the solution is related to two algebraic Riccati equations.