Connections between H2 optimal filters and unknown input observers - Performance limitations of H2 optimal filtering

Ali Saberi, Antonie Arij Stoorvogel, Peddapullaiah Sannuti

    Research output: Contribution to conferencePaper

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    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 languageUndefined
    Pages3460-3465
    Number of pages6
    Publication statusPublished - Jul 2004
    Event2004 American Control Conference, ACC 2004 - Boston, United States
    Duration: 30 Jun 20042 Jul 2004

    Conference

    Conference2004 American Control Conference, ACC 2004
    Abbreviated titleACC
    CountryUnited States
    CityBoston
    Period30/06/042/07/04

    Keywords

    • EWI-16656
    • IR-69071

    Cite this

    Saberi, A., Stoorvogel, A. A., & Sannuti, P. (2004). Connections between H2 optimal filters and unknown input observers - Performance limitations of H2 optimal filtering. 3460-3465. Paper presented at 2004 American Control Conference, ACC 2004, Boston, United States.