Title :
On H/sub infinity / filtering in multivariable discrete-time systems
Author :
Elsayed, A. ; Grimble, M.J. ; Ho, D.
Author_Institution :
Strathclyde Univ., Glasgow, UK
Abstract :
A solution for the discrete-time multivariable H/sub infinity / filtering problem is presented. The relationship between the least-squares filtering and H/sub infinity / filtering design methods is considered, and the H/sub infinity / filtering solution is obtained by embedding the problem within the least-squares filtering solution.<>
Keywords :
discrete time systems; filtering and prediction theory; least squares approximations; multivariable systems; H/sub infinity / filtering; least-squares filtering; multivariable discrete-time systems; Filtering; H infinity control; Kalman filters; Least squares approximation; Loss measurement; Matrices; Minimax techniques; Noise measurement; Polynomials; White noise;
Conference_Titel :
Circuits and Systems, 1988., IEEE International Symposium on
Conference_Location :
Espoo, Finland
DOI :
10.1109/ISCAS.1988.15232
