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

DOI10.1109/TAC.2002.805666zbMATH Open1364.93764OpenAlexW1560209384MaRDI QIDQ5267009FDOQ5267009

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
• 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
• From Model-Based to Data-Driven Filter Design
• A distributed algorithm for H-infinity fixed-lag smoothing

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