A -spectral factorization approach for H∞ estimation problems in discrete time
From MaRDI portal
Publication:5267009
DOI10.1109/TAC.2002.805666zbMath1364.93764OpenAlexW1560209384MaRDI QIDQ5267009
Colaneri, Patrizio, Augusto Ferrante
Publication date: 20 June 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2002.805666
Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) (H^infty)-control (93B36) Algebraic methods (93B25)
Related Items
A computationally reduced version of the fast \(\mathrm{H}_\infty\) filter, A unified approach to the finite-horizon linear quadratic optimal control problem*, Direct data-driven filter design for uncertain LTI systems with bounded noise, An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games, Algebraic Riccati equation and j-spectral factorization for \(\mathcal H_{\infty}\) estimation, Discrete \(J\)-spectral factorization of possibly singular polynomial matrices, From Model-Based to Data-Driven Filter Design, A distributed algorithm for H-infinity fixed-lag smoothing, \(H_{\infty}\) fixed-lag smoothing for discrete linear time-varying systems