Algebraic Riccati equation and j-spectral factorization for H_ estimation
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Publication:2503596
DOI10.1016/J.SYSCONLE.2003.09.008zbMATH Open1157.93522OpenAlexW2050457751MaRDI QIDQ2503596FDOQ2503596
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
(H^infty)-control (93B36) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)
Cites Work
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- \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
- On Discrete-Time<tex>$H_infty$</tex>Fixed-Lag Smoothing
- A -spectral factorization approach for H∞ estimation problems in discrete time
- On the discrete-time bounded real lemma with application in the characterization of static state feedback \(H_ \infty\) controllers
- Discrete-time H ∞ algebraic Riccati equation and parametrization of all H ∞ filters
Cited In (7)
- Title not available (Why is that?)
- A unified approach to the finite-horizon linear quadratic optimal control problem*
- 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
- On the solution of the Riccati differential equation arising from the LQ optimal control problem
- On quantized \(\mathcal{H}_\infty\) filtering for multi-rate systems under stochastic communication protocols: the finite-horizon case
- The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation
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