Abstract

In this paper we consider the problem of finding a filter that minimizes the worst case magnitude (l) of the estimation error in the case of linear time invariant systems subjected to unknown but magnitude bounded (l) inputs. These inputs consist of process and observation noise, as well as initial conditions; also, the optimization problem is considered over an infinite time horizon. Taking a model matching approach, suboptimal solutions are presented which stem from the resulting l-induced norm minimization problem.

Original languageEnglish (US)
Pages314-318
Number of pages5
DOIs
StatePublished - Jan 1 1993
Event1st IEEE Regional Conference on Aerospace Control Systems, AEROCS 1993 - Westlake Village, United States
Duration: May 25 1993May 27 1993

Conference

Conference1st IEEE Regional Conference on Aerospace Control Systems, AEROCS 1993
CountryUnited States
CityWestlake Village
Period5/25/935/27/93

ASJC Scopus subject areas

  • Aerospace Engineering
  • Control and Systems Engineering
  • Control and Optimization

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