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

DOI10.1080/00207179608921678MaRDI QIDQ4894057zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 53454 (Why is no real title available?)
• $\mathcal{H}_\infty $ Controller Synthesis byJ-Lossless Coprime Factorization
• A zero compensation approach to singular H² and H^∞ problems
• AJ-Spectral Factorization Approach to $\mathcal{H}_\infty $
• Continuous and discrete-time Riccati theory: A Popov-function approach
• Existence Theorems for Positive Semidefinite and Sign Indefinite Stabilizing Solutions of $H_\infty $ Riccati Equations
• Existence and comparison theorems for algebraic Riccati equations for continuous- and discrete-time systems
• Mixed-norm \(H_ 2/H_{\infty}\) regulation and estimation: The discrete- time case
• On the Game Riccati Equations Arising in $H_\infty $ Control Problems
• On the discrete-time bounded real lemma with application in the characterization of static state feedback \(H_ \infty\) controllers
• The class of all stable unbiased state estimators
• The discrete-time Riccati equation related to the H/sub ∞/ control problem

Cited in

(10)

• On the Time-Varying Riccati Difference Equation of Optimal Filtering
• Envelope-constrained \(H_\infty\) filtering for nonlinear systems with quantization effects: the finite horizon case
• scientific article; zbMATH DE number 1159145 (Why is no real title available?)
• 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

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