Technical Notes and Correspondence: H∞-Minimum Error State Estimation of Linear Stationary Processes

IEEE Transactions on Automatic Control

Volumn 35, Issue 5, 1990, Pages 554-558

  Shared, U ^a  

^a YALE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEMS, OPTIMAL; MATHEMATICAL TECHNIQUES--MATRIX ALGEBRA; SIGNAL FILTERING AND PREDICTION--KALMAN FILTERING;

POWER SPECTRUM MATRICES; STATIONARY PROCESSES;

CONTROL SYSTEMS, LINEAR;

EID: 0025430722     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/9.53521     Document Type: Article

References (10)

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6. M. J. Grimble, “Minimax design of optimal linear filters,” presented at the MTNS Conf., AZ, 1987.
7. M. J. Grimble and A. Elsayed. “H∞ design of optimal digital linear filters.” presented at the IEE Colloq. Digital Signal Processing, London, 1987.
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9. I. Yaesh and U. Shaked, “Optimal discrete-time multivariable deconvolution in the minimum H∞-norm sense,” in Proc. 1990 Bilkent Int. Conf. New Trends in Commun., Contr., Signal Processing, Ankara, Turkey, July 1990.
10. U. Shaked, “The explicit structure of inner matrices and its application in H∞ optimization,” IEEE Trans. Automat. Contr., vol. 34, pp. 734-738, 1989.