Algebraic Riccati equation and j-spectral factorization for \(\mathcal H_{\infty}\) estimation (Q2503596)
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scientific article; zbMATH DE number 5055610
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| English | Algebraic Riccati equation and j-spectral factorization for \(\mathcal H_{\infty}\) estimation |
scientific article; zbMATH DE number 5055610 |
Statements
Algebraic Riccati equation and j-spectral factorization for \(\mathcal H_{\infty}\) estimation (English)
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21 September 2006
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Estimation problems
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\(J\)-spectral factorization
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Algebraic Riccati equation
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Filtering
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Smoothing
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