Abstract
AbstractWe consider the problem of finite‐horizon discrete‐time H∞ filtering with uncertain initial state condition and establish the relationship between the conventional γ‐performance bound and a recently proposed performance measure. A sub‐optimal but more efficient approach to computing the filter for the new performance measure is also derived. Copyright © 2008 John Wiley & Sons, Ltd.
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More From: International Journal of Robust and Nonlinear Control
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