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

DOI10.1080/00207179608921678zbMATH Open0862.93057OpenAlexW2111757192MaRDI QIDQ4894057FDOQ4894057

Authors: Kiyotsugu Takaba, Tohru Katayama 

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

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

Cites Work

• Mixed-norm \(H_ 2/H_{\infty}\) regulation and estimation: The discrete- time case
• Title not available (Why is that?)
• Existence and comparison theorems for algebraic Riccati equations for continuous- and discrete-time systems
• On the discrete-time bounded real lemma with application in the characterization of static state feedback \(H_ \infty\) controllers
• $\mathcal{H}_\infty $ Controller Synthesis byJ-Lossless Coprime Factorization
• AJ-Spectral Factorization Approach to $\mathcal{H}_\infty $
• The discrete-time Riccati equation related to the H/sub ∞/ control problem
• Existence Theorems for Positive Semidefinite and Sign Indefinite Stabilizing Solutions of $H_\infty $ Riccati Equations
• The class of all stable unbiased state estimators
• On the Game Riccati Equations Arising in $H_\infty $ Control Problems
• Continuous and discrete-time Riccati theory: A Popov-function approach
• A zero compensation approach to singular H² and H^∞ problems

Cited In (10)

• Envelope-constrained \(H_\infty\) filtering for nonlinear systems with quantization effects: the finite horizon case
• Title not available (Why is that?)
• Robust non-minimal order filter and smoother design for discrete-time uncertain systems
• Time-varying discrete Riccati equation: Some monotonicity results
• Robust filtering with guaranteed energy-to-peak performance -- \({\mathcal LMI}\) approach
• Algebraic Riccati equation and j-spectral factorization for \(\mathcal H_{\infty}\) estimation
• Filter design for discrete-time two-dimensional T–S fuzzy systems with finite frequency specification
• Discrete \(J-\)spectral factorization.
• The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation
• On the Time-Varying Riccati Difference Equation of Optimal Filtering

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