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Finite Horizon {H}^{\infty } Filtering With Initial Condition

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1 Author(s)
Yung Kuan Foo ; LW Electr. & Mech. Eng., Pte. Ltd, Singapore

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:

IEEE Transactions on Circuits and Systems II: Express Briefs  (Volume:53 ,  Issue: 11 )