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H(infinity)/H(2)/Kalman filtering of...

Rawicz, Paul Lawrence,

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H(infinity)/H(2)/Kalman filtering of linear dynamical systems via variational techniques with applications to target tracking /

Record Type:	Electronic resources : Monograph/item
Title/Author:	H(infinity)/H(2)/Kalman filtering of linear dynamical systems via variational techniques with applications to target tracking // Paul Lawrence Rawicz.
Author:	Rawicz, Paul Lawrence,
Description:	1 electronic resource (188 pages)
Notes:	Source: Dissertations Abstracts International, Volume: 62-11, Section: B.
Contained By:	Dissertations Abstracts International62-11B.
Subject:	Electrical engineering. -
Online resource:	https://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=9988066
ISBN:	9780599960411

H(infinity)/H(2)/Kalman filtering of linear dynamical systems via variational techniques with applications to target tracking /
Rawicz, Paul Lawrence,

H(infinity)/H(2)/Kalman filtering of linear dynamical systems via variational techniques with applications to target tracking /Paul Lawrence Rawicz. - 1 electronic resource (188 pages)

Source: Dissertations Abstracts International, Volume: 62-11, Section: B.

In this thesis, the similarities between the structure of the H ∞, H2, and Kalman filters are examined. The filters used in this examination have been derived through duality to the full information controller. In addition, a direct variation of parameters derivation of the H∞ filter is presented for both continuous and discrete time (staler case). Direct and controller dual derivations using differential games exist in the literature and also employ variational techniques. Using a variational, rather than a differential games, viewpoint has resulted in a simple relationship between the Riccati equations that arise from the derivation and the results of the Bounded Real Lemma. This same relation has previously been found in the literature and used to relate the Riccati inequality for linear systems to the Hamilton Jacobi inequality for nonlinear systems when implementing the H∞ controller. The H∞, H2, and Kalman filters are applied to the two-state target tracking problem. In continuous time, closed form analytic expressions for the trackers and their performance are determined. To evaluate the trackers using a neutral, realistic, criterion, the probability of target escape is developed. That is, the probability that the target position error will be such that the target is outside the radar beam width resulting in a loss of measurement. In discrete time, a numerical example, using the probability of target escape, is presented to illustrate the differences in tracker performance.

English

ISBN: 9780599960411Subjects--Topical Terms:

649834
Electrical engineering.
Subjects--Index Terms:

Bounded real lemma

H(infinity)/H(2)/Kalman filtering of linear dynamical systems via variational techniques with applications to target tracking /
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100 1 $a Rawicz, Paul Lawrence, $e author. $3 3824796
245 1 0 $a H(infinity)/H(2)/Kalman filtering of linear dynamical systems via variational techniques with applications to target tracking / $c Paul Lawrence Rawicz.
264 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2000
300 $a 1 electronic resource (188 pages)
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
500 $a Source: Dissertations Abstracts International, Volume: 62-11, Section: B.
500 $a Publisher info.: Dissertation/Thesis.
500 $a Advisors: Kalata, Paul Roy.
502 $b Ph.D. $c Drexel University $d 2000.
520 $a In this thesis, the similarities between the structure of the H ∞, H2, and Kalman filters are examined. The filters used in this examination have been derived through duality to the full information controller. In addition, a direct variation of parameters derivation of the H∞ filter is presented for both continuous and discrete time (staler case). Direct and controller dual derivations using differential games exist in the literature and also employ variational techniques. Using a variational, rather than a differential games, viewpoint has resulted in a simple relationship between the Riccati equations that arise from the derivation and the results of the Bounded Real Lemma. This same relation has previously been found in the literature and used to relate the Riccati inequality for linear systems to the Hamilton Jacobi inequality for nonlinear systems when implementing the H∞ controller. The H∞, H2, and Kalman filters are applied to the two-state target tracking problem. In continuous time, closed form analytic expressions for the trackers and their performance are determined. To evaluate the trackers using a neutral, realistic, criterion, the probability of target escape is developed. That is, the probability that the target position error will be such that the target is outside the radar beam width resulting in a loss of measurement. In discrete time, a numerical example, using the probability of target escape, is presented to illustrate the differences in tracker performance.
546 $a English
590 $a School code: 0065
650 4 $a Electrical engineering. $3 649834
650 4 $a Aerospace materials. $3 3433227
650 4 $a Systems design. $3 3433840
650 4 $a Systems science. $3 3168411
650 4 $a Aerospace engineering. $3 1002622
653 $a Bounded real lemma
653 $a H(infinity)/H(2) filters
653 $a Hamilton-Jacobi inequality
653 $a Kalman filters
653 $a Riccati equation
653 $a Target tracking
690 $a 0544
690 $a 0538
690 $a 0790
710 2 $a Drexel University. $e degree granting institution. $3 3771867
720 1 $a Kalata, Paul Roy $e degree supervisor.
773 0 $t Dissertations Abstracts International $g 62-11B.
790 $a 0065
791 $a Ph.D.
792 $a 2000
856 4 0 $u https://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=9988066