• DocumentCode
    762075
  • Title

    A transfer function approach to the problems of discrete-time systems: H-optimal linear control and filtering

  • Author

    Yaesh, Isaac ; Shaked, Uri

  • Author_Institution
    Dept. of Electron. Syst., Tel-Aviv Univ., Israel
  • Volume
    36
  • Issue
    11
  • fYear
    1991
  • fDate
    11/1/1991 12:00:00 AM
  • Firstpage
    1264
  • Lastpage
    1271
  • Abstract
    A solution is derived to the problems of H-optimal linear state regulation and filtering. The solution method for both problems is based on a transfer function approach which applies standard spectral factorization. Return difference relations are given which are extensions of the relations associated with the linear quadratic problem
  • Keywords
    control system analysis; discrete time systems; filtering and prediction theory; optimal control; transfer functions; H optimal linear state control; discrete-time systems; filtering; linear quadratic problem; spectral factorization; transfer function; Control systems; Filtering; H infinity control; Helium; Nonlinear filters; Polynomials; Riccati equations; State estimation; Statistics; Transfer functions;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.100935
  • Filename
    100935