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

^*Corresponding author for this work

School of Astronautics

Shenzhen University
City University of Hong Kong

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

2 Scopus citations

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	Institute of Electrical and Electronics Engineers Inc.
Pages	4046-4050
Number of pages	5
ISBN (Print)	0780386825
DOIs	https://doi.org/10.1109/CDC.2004.1429385
State	Published - 2004
Event	43rd IEEE Conference on Decision and Control, CDC 2004 - Nassau, Bahamas Duration: 14 Dec 2004 → 17 Dec 2004

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
Volume	4
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Conference

Conference	43rd IEEE Conference on Decision and Control, CDC 2004
Country/Territory	Bahamas
City	Nassau
Period	14/12/04 → 17/12/04

Access to Document

10.1109/CDC.2004.1429385

Cite this

@inproceedings{ce1c198c85ce4c4185dc6d013050f97c,

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",

doi = "10.1109/CDC.2004.1429385",

language = "英语",

isbn = "0780386825",

series = "Proceedings of the IEEE Conference on Decision and Control",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

pages = "4046--4050",

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

address = "美国",

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

}

Zhang, H, Feng, G & Duan, G 2004, H_∞ Filtering for continuous systems with delayed measurements. in 2004 43rd IEEE Conference on Decision and Control (CDC)., ThC11.6, Proceedings of the IEEE Conference on Decision and Control, vol. 4, Institute of Electrical and Electronics Engineers Inc., pp. 4046-4050, 43rd IEEE Conference on Decision and Control, CDC 2004, Nassau, Bahamas, 14/12/04. https://doi.org/10.1109/CDC.2004.1429385

H_∞ Filtering for continuous systems with delayed measurements. / Zhang, Huanshui; Feng, Gang; Duan, Guangren.
2004 43rd IEEE Conference on Decision and Control (CDC). Institute of Electrical and Electronics Engineers Inc., 2004. p. 4046-4050 ThC11.6 (Proceedings of the IEEE Conference on Decision and Control; Vol. 4).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - H∞ Filtering for continuous systems with delayed measurements

AU - Zhang, Huanshui

AU - Feng, Gang

AU - Duan, Guangren

PY - 2004

Y1 - 2004

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

U2 - 10.1109/CDC.2004.1429385

DO - 10.1109/CDC.2004.1429385

M3 - 会议稿件

AN - SCOPUS:14244262841

SN - 0780386825

T3 - Proceedings of the IEEE Conference on Decision and Control

SP - 4046

EP - 4050

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

PB - Institute of Electrical and Electronics Engineers Inc.

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

Y2 - 14 December 2004 through 17 December 2004

ER -