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Finite-Time ð » âˆž Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations

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  • Huihong Zhao
  • Chenghui Zhang

Abstract

This paper is concerned with the finite-time ð » âˆž filtering problem for linear continuous time-varying systems with uncertain observations and â„’ 2 -norm bounded noise. The design of finite-time ð » âˆž filter is equivalent to the problem that a certain indefinite quadratic form has a minimum and the filter is such that the minimum is positive. The quadratic form is related to a Krein state-space model according to the Krein space linear estimation theory. By using the projection theory in Krein space, the finite-time ð » âˆž filtering problem is solved. A numerical example is given to illustrate the performance of the ð » âˆž filter.

Suggested Citation

  • Huihong Zhao & Chenghui Zhang, 2012. "Finite-Time ð » âˆž Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations," Journal of Applied Mathematics, Hindawi, vol. 2012, pages 1-11, July.
    • Handle: RePEc:hin:jnljam:710904
    DOI: 10.1155/2012/710904
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