\(H_\infty\) deconvolution filtering, prediction, and smoothing: A Krein space polynomial approach (Q2734311)

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scientific article; zbMATH DE number 1633944
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\(H_\infty\) deconvolution filtering, prediction, and smoothing: A Krein space polynomial approach
scientific article; zbMATH DE number 1633944

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    17 August 2003
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    frequency-domain analysis
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    \(H_\infty\) deconvolution
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    \(J\)-spectral factorization
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    Krein spaces
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    polynomial approach
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    \(H_\infty\) deconvolution filtering, prediction, and smoothing: A Krein space polynomial approach (English)
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    Using a polynomial systems approach, usually the \(H_\infty\) deconvolution problem requires three polynomial equations and three standard spectral factorization. In this paper, using a Krein space polynomial approach, the \(H_\infty\) deconvolution problem, deconvolution filter, predictor, and fixed-lag smoother are computed in terms of only one \(J\)-spectral factorization. This new approach simplifies the computation involved, and it seems to be an important tool for applications in signal processing and communications.
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