A -spectral factorization approach for H∞ estimation problems in discrete time

DOI10.1109/TAC.2002.805666MaRDI QIDQ5267009zbMATH OpenOpenAlexFDO

Authors Patrizio Colaneri, Augusto Ferrante

Publication date 20 June 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2002.805666

Mathematics Subject Classification ID

(H^infty)-control (93B36) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Algebraic methods (93B25)

Cited in

(10)

• Application of spectral factorization to the linear discrete-time fixed-point smoothing problem
• A unified approach to the finite-horizon linear quadratic optimal control problem*
• An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games
• From model-based to data-driven filter design
• A computationally reduced version of the fast \(\mathrm{H}_\infty\) filter
• Algebraic Riccati equation and j-spectral factorization for \(\mathcal H_{\infty}\) estimation
• Direct data-driven filter design for uncertain LTI systems with bounded noise
• Discrete \(J\)-spectral factorization of possibly singular polynomial matrices
• \(H_{\infty}\) fixed-lag smoothing for discrete linear time-varying systems
• A distributed algorithm for H-infinity fixed-lag smoothing

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