Please use this identifier to cite or link to this item: https://repository.cihe.edu.hk/jspui/handle/cihe/2839
Title: Finite horizon H ∞ filter and its 2N algorithm
Author(s): Leung, Andrew Yee Tak 
Author(s): Wu, Z. G.
Zhong, W. X.
Issue Date: 2002
Publisher: John Wiley & Sons
Journal: International Journal for Numerical Methods in Engineering 
Volume: 53
Issue: 5
Start page: 1195
End page: 1210
Abstract: 
A 2N algorithm will double a time (or space) step in each evaluation for initial value problem. The 2N algorithm for the integration of filtering differential equation of the finite horizon H ∞ filter is presented in this paper. Since it is a boundary value problem within a time range, a new 2N algorithm is introduced by merging two intervals each time so that the ...
URI: https://repository.cihe.edu.hk/jspui/handle/cihe/2839
DOI: 10.1002/nme.333
CIHE Affiliated Publication: No
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