Algebraic Riccati equation and j-spectral factorization for H_ estimation

DOI10.1016/J.SYSCONLE.2003.09.008MaRDI QIDQ2503596zbMATH OpenOpenAlexFDO

Authors Augusto Ferrante, Patrizio Colaneri

Publication date 21 September 2006

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sysconle.2003.09.008

zbMATH Keywords

FilteringSmoothing\(J\)-spectral factorizationEstimation problemsAlgebraic Riccati equation

Mathematics Subject Classification ID

(H^infty)-control (93B36) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 1226464 (Why is no real title available?)
• scientific article; zbMATH DE number 802915 (Why is no real title available?)
• A -spectral factorization approach for H∞ estimation problems in discrete time
• Discrete-time H _∞ algebraic Riccati equation and parametrization of all H _∞ filters
• On Discrete-Time<tex>$H_infty$</tex>Fixed-Lag Smoothing
• On the discrete-time bounded real lemma with application in the characterization of static state feedback \(H_ \infty\) controllers
• \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.

Cited in

(8)

• On the solution of the Riccati differential equation arising from the LQ optimal control problem
• The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation
• A unified approach to the finite-horizon linear quadratic optimal control problem*
• On quantized \(\mathcal{H}_\infty\) filtering for multi-rate systems under stochastic communication protocols: the finite-horizon case
• Algebraic Riccati Equation and J-Spectral Factorization for Hinfty Smoothing and Deconvolution
• Structure-preserving numerical algorithm for solving discrete-time LMI and DARS
• An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games
• scientific article; zbMATH DE number 1159145 (Why is no real title available?)

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