A computationally reduced version of the fast \(\mathrm{H}_\infty\) filter

DOI10.1016/j.automatica.2018.02.009zbMath1417.93312OpenAlexW2793020147MaRDI QIDQ1642232

Kiyoshi Nishiyama

Publication date: 20 June 2018

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2018.02.009

zbMATH Keywords

fast algorithmsRLS algorithmadaptive filtersforgetting factor\(\mathrm{H}\)-infinity filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) (H^infty)-control (93B36)

Cites Work

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• \(H_{\infty}\) fixed-lag smoothing for discrete linear time-varying systems
• Fast, recursive-least-squares transversal filters for adaptive filtering
• A -spectral factorization approach for H∞ estimation problems in discrete time
• An H<tex>$_infty$</tex>Optimization and Its Fast Algorithm for Time-Variant System Identification