Connections between H2 optimal filters and unknown input observers : performance limitations of H2 optimal filtering

A. Saberi; A.A. Stoorvogel; P. Sannuti

Connections between H2 optimal filters and unknown input observers : performance limitations of H2 optimal filtering

A. Saberi, A.A. Stoorvogel, P. Sannuti

Stochastic Operations Research - BETA

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

1 Citation (Scopus)

Abstract

This paper establishes a connection between the unknown input observer problem (also known as the exact input-decoupling filtering problem) and the Kalman filtering problem. Such a connection leads to a better understanding of filtering. As a consequence of this, tools for the analysis as well as synthesis of filters can be developed. Moreover, such tools can be utilized to establish performance limitations of Kalman filtering as related to the structural properties of the given system.

Original language	English
Title of host publication	Proceedings 2004 American Control Conference, Boston MA, USA, June 30-July 2, 2004
Place of Publication	Piscataway NJ, USA
Publisher	Institute of Electrical and Electronics Engineers
Pages	3460-3465
ISBN (Print)	0-7803-8335-4
Publication status	Published - 2004

Cite this

@inproceedings{bd2308ca3cad4c1d90ba97a2c606799e,

title = "Connections between H2 optimal filters and unknown input observers : performance limitations of H2 optimal filtering",

abstract = "This paper establishes a connection between the unknown input observer problem (also known as the exact input-decoupling filtering problem) and the Kalman filtering problem. Such a connection leads to a better understanding of filtering. As a consequence of this, tools for the analysis as well as synthesis of filters can be developed. Moreover, such tools can be utilized to establish performance limitations of Kalman filtering as related to the structural properties of the given system.",

author = "A. Saberi and A.A. Stoorvogel and P. Sannuti",

year = "2004",

language = "English",

isbn = "0-7803-8335-4",

pages = "3460--3465",

booktitle = "Proceedings 2004 American Control Conference, Boston MA, USA, June 30-July 2, 2004",

publisher = "Institute of Electrical and Electronics Engineers",

address = "United States",

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Connections between H2 optimal filters and unknown input observers : performance limitations of H2 optimal filtering. / Saberi, A.; Stoorvogel, A.A.; Sannuti, P.

Proceedings 2004 American Control Conference, Boston MA, USA, June 30-July 2, 2004. Piscataway NJ, USA : Institute of Electrical and Electronics Engineers, 2004. p. 3460-3465.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

TY - GEN

T1 - Connections between H2 optimal filters and unknown input observers : performance limitations of H2 optimal filtering

AU - Saberi, A.

AU - Stoorvogel, A.A.

AU - Sannuti, P.

PY - 2004

Y1 - 2004

N2 - This paper establishes a connection between the unknown input observer problem (also known as the exact input-decoupling filtering problem) and the Kalman filtering problem. Such a connection leads to a better understanding of filtering. As a consequence of this, tools for the analysis as well as synthesis of filters can be developed. Moreover, such tools can be utilized to establish performance limitations of Kalman filtering as related to the structural properties of the given system.

AB - This paper establishes a connection between the unknown input observer problem (also known as the exact input-decoupling filtering problem) and the Kalman filtering problem. Such a connection leads to a better understanding of filtering. As a consequence of this, tools for the analysis as well as synthesis of filters can be developed. Moreover, such tools can be utilized to establish performance limitations of Kalman filtering as related to the structural properties of the given system.

M3 - Conference contribution

SN - 0-7803-8335-4

SP - 3460

EP - 3465

BT - Proceedings 2004 American Control Conference, Boston MA, USA, June 30-July 2, 2004

PB - Institute of Electrical and Electronics Engineers

CY - Piscataway NJ, USA

ER -

Connections between H2 optimal filters and unknown input observers : performance limitations of H2 optimal filtering

Abstract

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