Finite Horizon
Filtering With Initial Condition
We consider the problem of finite horizon Hinfin filtering with uncertain initial conditions. An Hinfin norm-like performance measure that explicitly accounts for the effect of initial condition is proposed. Necessary and sufficient conditions are derived for the existence of an estimator that achieves a pre-specified value of this performance measure
Published in:
Circuits and Systems II: Express Briefs, IEEE Transactions on
(Volume:53
,
Issue:
11
)
Date of Publication: Nov. 2006