1997•Control theory & applicationsRequires access
Mixed Variance/H_∞ State Filtering for Continuous Time-Varying Uncertain System
Zhu Jihons
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Abstract
Satisfied design results can be obtained by mixed variance/H∞ method based on upper covariance assignment. A mixed variance/H∞ filter is discussed in the paper by a modified Riccati equation, and the filtering formulas are derived. The filter can guarantee that both filtering error variance upper bounds and H∞ norm be less than specified values respectively for all admissible uncertainty, and therefore it has perfect robustness.