Discrete \(J-\)spectral factorization.

DOI10.1016/S0167-6911(01)00109-8zbMath1076.93543MaRDI QIDQ5941417

Huan-Shui Zhang, Xie, Lihua, Yeng Chai Soh

Publication date: 20 August 2001

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(01)00109-8

zbMATH Keywords

Krein space; \(J\)-spectral factorization; Kalman filtering; Discrete-time systems; Rational spectral matrix

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93B28: Operator-theoretic methods

Related Items

Risk-sensitive filtering, prediction and smoothing for discrete-time singular systems

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