Transactions of the Society of Instrument and Control Engineers
Online ISSN : 1883-8189
Print ISSN : 0453-4654
ISSN-L : 0453-4654
Robust State Estimator by H2 Norm Optimization
Shuichi SASA
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Keywords: Wiener filter, Robust state estimator, H2 norm optimization, Kalman filter
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1995 Volume 31 Issue 3 Pages 405-407

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Abstract

In this paper, a robust state estimator against system uncertainties is proposed by H2 norm optimization. Frequency domain and state space solution is presented including a simple numerical example.

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