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
fDate :
11/1/1991 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
