Finite-TimeH∞Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations
Keyword(s):
This paper is concerned with the finite-timeH∞filtering problem for linear continuous time-varying systems with uncertain observations andℒ2-norm bounded noise. The design of finite-timeH∞filter is equivalent to the problem that a certain indefinite quadratic form has a minimum and the filter is such that the minimum is positive. The quadratic form is related to a Krein state-space model according to the Krein space linear estimation theory. By using the projection theory in Krein space, the finite-timeH∞filtering problem is solved. A numerical example is given to illustrate the performance of theH∞filter.
2009 ◽
Vol 34
(12)
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pp. 1529-1533
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2018 ◽
Vol 48
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pp. 2070-2079
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2018 ◽
Vol 115
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pp. 41-47
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2019 ◽
Vol 64
(12)
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pp. 5124-5131
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2017 ◽
Vol 11
(3)
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pp. 369-381
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2008 ◽
Vol 34
(12)
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pp. 1529-1533
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