A study on Filtering in a Discrete ?? Setting

Abstract

본 논문을 시스템잡음 및 출력잡음이 유한한 에너지를 갖고 있는 시스템에서 H∞이론을 이용하려 부최적화 필터설계를 하기 위한 알고리즘은 개발하는데 있다. 특히 H∞Norm을 계산하기 위하여 부수적으로 수반되는 게임이론을 적용하는것보다 효과적인 필터의 설계를 할 수 있다.

The problem of filtering for discrete time linear system in a discrete H∞setting is derived. The measurement noise and process noise have bounded energies. The case with known initial conditions is considered. The approach uses basic quadratic game theory in a discrete domain H∞wetting.

The problem of filtering for discrete time linear system in a discrete H∞setting is derived. The measurement noise and process noise have bounded energies. The case with known initial conditions is considered. The approach uses basic quadratic game theory in a discrete domain H∞wetting.