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Details for article 2 of 7 found articles
| Title: |
Discrete-time H∞ algebraic Riccati equation and parametrization of all H∞ filters |
| Author: |
Takaba, Kiyotsugu Katayama, Tohru |
| Appeared in: |
International journal of control |
| Paging: | Volume 64 (1996) nr. 6 pages 1129-1149 |
| Year: |
1996-08-01 |
| Contents: |
This paper is concerned with the algebraic Riccati equations (AREs) related to the H∞ filtering problem. A necessary and sufficient condition for the H∞ problem to be solvable is that the H∞ ARE has a positive semidefinite stabilizing solution with an additional condition that a certain matrix is positive definite. It is shown that such a stabilizing solution is a monotonically non-increasing convex function of the prescribed H∞ norm bound γ. This property of the H∞ ARE is very important for the analysis of the performance of the H∞ filter. In this paper, the size of the set of all H∞ filters is considered on the basis of the monotonicity of the above Riccati solution. It turns out that, under a certain condition, the degree of freedom of the H∞ filter reduces a1 the optimal H∞ norm bound. These results provide a guideline for selecting the value of γ Some numerical examples are included. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 2 of 7 found articles
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