H∞ filtering for linear continuous-time systems with sampled measurements

dc.contributor.author	Shi, P.
dc.date.issued	1998
dc.description.abstract	The problem of H<inf>∞</inf> filtering of continuous-time systems with sampled measurements has been investigated. Both finite- and infinite-horizon cases have been considered. It has been shown that the sampled-data H<inf>∞</inf> filtering problem can be solved in terms of a differential Riccati equation with finite discrete jumps. When the system is time-invariant with zero initial condition, and an infinite horizon is concerned, the solution to the above problem is equivalent to a solution to a discrete-time algebraic Riccati equation.
dc.identifier.citation	IMA Journal of Mathematical Control and Information, 1998; 15(4):349-362
dc.identifier.doi	10.1093/imamci/15.4.349
dc.identifier.issn	0265-0754
dc.identifier.issn	1471-6887
dc.identifier.orcid	Shi, P. [0000-0001-6295-0405] [0000-0001-8218-586X] [0000-0002-0864-552X] [0000-0002-1358-2367] [0000-0002-5312-5435]
dc.identifier.uri	https://hdl.handle.net/1959.8/126233
dc.language.iso	en
dc.publisher	Oxford University Press
dc.relation.grant	ARC
dc.source.uri	https://doi.org/10.1093/imamci/15.4.349
dc.title	H∞ filtering for linear continuous-time systems with sampled measurements
dc.type	Journal article
pubs.publication-status	Published
ror.mmsid	9915912651001831

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