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ON THE LOCAL SENSITIVITY OF THE DISCRETE-TIME H∞ ESTIMATION PROBLEM
N.D. Christov* M. Najim** E. Grivel** D. Henry***
* Department of Automatics, Technical University of Sofia,
8 Kliment Ohridski Blvd., 1000 Sofia, Bulgaria
** Equipe Signal et Image, UMR LAP, ENSEIRB, 1 avenue du Docteur
Albert Schweitzer, 33402 Talence, France
* ARIA, UMR LAP, 351 cours de la libération, 33405 Talence, France
The paper deals with the local sensitivity analysis of the discrete-time infinite-horizon H∞ estimation problem. Both linear and nonlinear perturbation bounds are derived for the solution of the matrix Riccati equation that determines the sensitivity of the problem.
Keywords: Estimation algorithms, Perturbation analysis, Condition numbers.
Session slot T-Tu-A01: Input Design and Identification for Control/Area code 3a : Modelling, Identification and Signal Processing
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