A J-spectral factorization approach for H∞ estimation problems in discrete time

IEEE Transactions on Automatic Control

Volumn 47, Issue 12, 2002, Pages 2108-2113

  Colaneri, Patrizio ^a   Ferrante, Augusto ^b  

^a POLITECNICO DI MILANO   (Italy)

^b UNIVERSITY OF PADOVA   (Italy)

Author keywords

Algebraic Riccati equation (ARE); Estimation problems; Filtering; J spectral factorization; Prediction; Smoothing

Indexed keywords

COMPUTATIONAL METHODS; LINEAR SYSTEMS; PROBLEM SOLVING; RICCATI EQUATIONS; STATE SPACE METHODS; VECTORS;

PREDICTOR HINGES;

DISCRETE TIME CONTROL SYSTEMS;

EID: 0036944952     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2002.805666     Document Type: Article

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