Published June 1997
| Published
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State-space structure of finite horizon optimal mixed H_2/H_∞ filters
- Creators
- Halder, B.
-
Hassibi, B.
- Kailath, T.
Abstract
We show that finite horizon optimal mixed H_2/H_∞ filters are not of fixed order. Moreover, when the underlying systems have state-space models of order n, the optimal finite horizon mixed H_2/H_∞, filter has state-space model of order no greater than n+J where J is the multiplicity of the maximum singular value of T_2(K) equal to the H_∞ bound γ.
Additional Information
© 1997 IEEE. This work was supported in part by DARPA through the Department of Air Force under contract F49620-95-1-0525-P00001 and by the Joint Service Electronics Program at Stanford under contract DAAH04-94-G-0058-P00003.Attached Files
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Additional details
- Eprint ID
- 55438
- Resolver ID
- CaltechAUTHORS:20150302-161737951
- Air Force Office of Scientific Research (AFOSR)
- F49620-95-1-0525-P00001
- Joint Service Electronics Program
- DAAH04-94-G-0058-P00003
- Created
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2015-03-03Created from EPrint's datestamp field
- Updated
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2021-11-10Created from EPrint's last_modified field