Discrete-time H ∞ algebraic Riccati equation and parametrization of all H ∞ filters

DOI10.1080/00207179608921678zbMath0862.93057OpenAlexW2111757192MaRDI QIDQ4894057

Tohru Katayama, Kiyotsugu Takaba

Publication date: 29 May 1997

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179608921678

zbMATH Keywords

convex\(H_ \infty\) control\(H_ \infty\) filteringlinear discrete-time\(H_ \infty\) algebraic Riccati equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) (H^infty)-control (93B36) Linear systems in control theory (93C05)

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