A Stable Kalman Filtering with H_∞ Error Bound
Zhongjun Zhang · Control theory & applications · 1992
A new Kalman filter with H∞ bound has been discussed.This filter not only has a general LQG criterion,but also considers the H∞property.It is a continuation of normal LQG Kalman filter.Simulation results which give the comparison between the two filters are shown that the LQG/H∝ Kalman filter has an advantage of improving robustness.