New perturbation bounds for the discrete-time Hinf filtering problem

Abstract : The paper deals with the local sensitivity of the discrete-time infinite-horizon Hinf filtering problem. A new nonlinear perturbation bound is derived for the solution of the related matrix Riccati equation.
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https://hal.archives-ouvertes.fr/hal-00167756
Contributor : Eric Grivel <>
Submitted on : Wednesday, August 22, 2007 - 4:03:42 PM
Last modification on : Thursday, January 11, 2018 - 6:21:07 AM

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  • HAL Id : hal-00167756, version 1

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Nicolai Christov, Mohamed Najim, Eric Grivel, David Henry. New perturbation bounds for the discrete-time Hinf filtering problem. CDC, 2002, Las Vegas, United States. pp. 4250- 4251. ⟨hal-00167756⟩

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