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

DOI10.1109/TAC.2002.805666MaRDI QIDQ5267009zbMATHOpenAlexFDO

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)

• A distributed algorithm for H-infinity fixed-lag smoothing
• Application of spectral factorization to the linear discrete-time fixed-point smoothing problem
• From model-based to data-driven filter design
• Direct data-driven filter design for uncertain LTI systems with bounded noise
• A unified approach to the finite-horizon linear quadratic optimal control problem*
• Algebraic Riccati equation and j-spectral factorization for \(\mathcal H_{\infty}\) estimation
• Discrete \(J\)-spectral factorization of possibly singular polynomial matrices
• \(H_{\infty}\) fixed-lag smoothing for discrete linear time-varying systems
• 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

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