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Eigenvalue problems of linear Hamiltonian systems arising from H∞ filtering

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Publication:2897106
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DOI10.1016/j.jsv.2007.01.047zbMath1242.93043OpenAlexW1964035608MaRDI QIDQ2897106

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Publication date: 8 July 2012

Published in: Journal of Sound and Vibration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jsv.2007.01.047


Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Newton-type methods (49M15) (H^infty)-control (93B36)


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Fourier expansion based recursive algorithms for periodic Riccati and Lyapunov matrix differential equations



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