Parametric decomposition (factorization) of the matrix spectral density and matrix transfer function in optimization problems of discrete-time linear systems

Publication date: 24 May 1999

Published in: Automation and Remote Control (Search for Journal in Brave)

filtering factorization of the spectral density matrix Hilbert matrix transformations

Factorization of matrices (15A23) Filtering in stochastic control theory (93E11) Frequency-response methods in control theory (93C80) Linear-quadratic optimal control problems (49N10)

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