Algebraic Riccati Equation and J-Spectral Factorization for Hinfty Smoothing and Deconvolution

DOI10.1137/S0363012903434741zbMath1114.15010OpenAlexW2172506337MaRDI QIDQ3427470

Augusto Ferrante, Colaneri, Patrizio

Publication date: 20 March 2007

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012903434741

zbMATH Keywords

smoothing\(J\)-spectral factorizationfilteringdeconvolutiondiscrete-time linear systemstabilizing solutionestimation problemscausal estimator

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) (H^infty)-control (93B36) Matrix equations and identities (15A24) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68)

Related Items (6)

Factorization of Singular Matrix Polynomials and Matrices with Circular Higher Rank Numerical Ranges ⋮ A unified approach to the finite-horizon linear quadratic optimal control problem* ⋮ The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation ⋮ Numerical \(J\)-spectral factorization of general para-Hermitian matrices ⋮ LQ control of descriptor systems: a spectral factorisation approach ⋮ Finite-horizon H_∞ filtering and fault isolation for a class of time-varying systems with sensor saturation

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