H∞ Filtering for continuous systems with delayed measurements

Huanshui Zhang; Gang Feng; Guangren Duan

doi:10.1109/CDC.2004.1429385

H_∞ Filtering for continuous systems with delayed measurements

Huanshui Zhang
, Gang Feng
, Guangren Duan

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

2 Citations (Scopus)

Abstract

In this paper, we aim to study the H_∞ filtering problem for linear continuous-time systems with both instantaneous and multiple-time delayed measurements. The key technique applied for deriving the estimator is the re-organized innovation analysis approach in Krein space. A necessary and sufficient condition for the existence of an H_∞ estimator is derived. The solution to the H_∞ filter is given in terms of solutions of Riccati and matrix differential equations.

Original language	English
Title of host publication	2004 43rd IEEE Conference on Decision and Control (CDC)
Publisher	IEEE
Pages	4046-4050
Volume	4
ISBN (Print)	0780386825
DOIs	https://doi.org/10.1109/CDC.2004.1429385
Publication status	Published - Dec 2004
Event	43rd IEEE Conference on Decision and Control, CDC 2004 - Nassau, Bahamas Duration: 14 Dec 2004 → 17 Dec 2004 https://ieeexplore.ieee.org/xpl/conhome/9774/proceeding

Conference

Conference	43rd IEEE Conference on Decision and Control, CDC 2004
Abbreviated title	CDC 2004
Place	Bahamas
City	Nassau
Period	14/12/04 → 17/12/04
Internet address	https://ieeexplore.ieee.org/xpl/conhome/9774/proceeding

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10.1109/CDC.2004.1429385

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Cite this

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title = "H∞ Filtering for continuous systems with delayed measurements",

abstract = "In this paper, we aim to study the H∞ filtering problem for linear continuous-time systems with both instantaneous and multiple-time delayed measurements. The key technique applied for deriving the estimator is the re-organized innovation analysis approach in Krein space. A necessary and sufficient condition for the existence of an H∞ estimator is derived. The solution to the H∞ filter is given in terms of solutions of Riccati and matrix differential equations.",

author = "Huanshui Zhang and Gang Feng and Guangren Duan",

year = "2004",

month = dec,

doi = "10.1109/CDC.2004.1429385",

language = "English",

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volume = "4",

pages = "4046--4050",

booktitle = "2004 43rd IEEE Conference on Decision and Control (CDC)",

publisher = "IEEE",

address = "United States",

note = "43rd IEEE Conference on Decision and Control, CDC 2004, CDC 2004 ; Conference date: 14-12-2004 Through 17-12-2004",

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T1 - H∞ Filtering for continuous systems with delayed measurements

AU - Zhang, Huanshui

AU - Feng, Gang

AU - Duan, Guangren

PY - 2004/12

Y1 - 2004/12

N2 - In this paper, we aim to study the H∞ filtering problem for linear continuous-time systems with both instantaneous and multiple-time delayed measurements. The key technique applied for deriving the estimator is the re-organized innovation analysis approach in Krein space. A necessary and sufficient condition for the existence of an H∞ estimator is derived. The solution to the H∞ filter is given in terms of solutions of Riccati and matrix differential equations.

AB - In this paper, we aim to study the H∞ filtering problem for linear continuous-time systems with both instantaneous and multiple-time delayed measurements. The key technique applied for deriving the estimator is the re-organized innovation analysis approach in Krein space. A necessary and sufficient condition for the existence of an H∞ estimator is derived. The solution to the H∞ filter is given in terms of solutions of Riccati and matrix differential equations.

UR - https://www.scopus.com/pages/publications/14244262841

UR - https://www.scopus.com/pages/publications/14244262841#tab=impact

U2 - 10.1109/CDC.2004.1429385

DO - 10.1109/CDC.2004.1429385

M3 - RGC 32 - Refereed conference paper (with host publication)

SN - 0780386825

VL - 4

SP - 4046

EP - 4050

BT - 2004 43rd IEEE Conference on Decision and Control (CDC)

PB - IEEE

T2 - 43rd IEEE Conference on Decision and Control, CDC 2004

Y2 - 14 December 2004 through 17 December 2004

ER -