D. V. Balandin, M. M. Kogan, “Minimax filtering: $\gamma_0$-optimal observers and generalized $H_\infty$-optimal filters”, Avtomat. i Telemekh., 2013, Issue 4,Pages 43

This article is cited in 11 papers

Linear Systems

Minimax filtering: $\gamma_0$-optimal observers and generalized $H_\infty$-optimal filters

D. V. Balandin^a, M. M. Kogan^b

^a Lobachevskii State University, Nizhni Novgorod, Russia
^b Nizhni Novgorod State University of Architecture and Civil Engineering, Nizhni Novgorod, Russia

Abstract: We study minimax observation and filtering problems. We introduce the notions of a $\gamma_0$-optimal observer and a generalized $H_\infty$-optimal filter of full and reduced orders whose existence conditions and construction methods are expressed in terms of linear matrix inequalities.

Presented by the member of Editorial Board: A. P. Kurdyukov

Received: 17.07.2012