H{infty} filtering for linear continuous-time systems with sampled measurements |
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Authors: | SHI PENG |
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Institution: |
Centre for Industrial and Applicable Mathematics, School of Mathematics, The University of South Australia, The Levels Campus Mawson Lakes, SA 5095, Australia
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Abstract: | The problem of H filtering of continuous-time systems with sampledmeasurements has been investigated. Both finite-and infinite-horizoncases have been considered. It has bas been shown that the sampled-dataH filtering problem can be solved in terms of a differentialRiccati equation with finite discrete jumps. When the systemis time-invariant with zero initial condition, and an infinitehorizon is concerned, the solution to the above problem is equivalentto a solution to a discrete-time algebraic Riccati equation. |
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Keywords: | Hfiltering" target="_blank">gif" ALT="{infty}" BORDER="0">filtering Riccati equation Sampled measurements |
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