Singular filtering via spectral interactor matrix

Author

Bittanti, Segio ; Colaneri, Patrizio ; Mongiovi, MarcoFabio

Author_Institution

Dipartimento di Elettronica, Politecnico di Milano, Italy

Volume

40

Issue

8

fYear

1995

fDate

8/1/1995 12:00:00 AM

Firstpage

1492

Lastpage

1497

Abstract

In this paper the notion of spectral interactor matrix (SIM) for a given square transfer matrix is introduced and used in the singular filtering problem. A SIM is defined as an interactor matrix preserving the spectral properties of the underlying system. After studying the class of all spectral interactor matrices associated with a given transfer matrix, an algorithm for the computation of a SIM is proposed. By resorting to the SIM, it is possible to point out the role played by delays (zeros at infinity) and nonminimum phase zeros in the solution of the singular filtering problem

Keywords

Riccati equations; delays; discrete time systems; filtering theory; linear systems; poles and zeros; polynomial matrices; stochastic systems; transfer function matrices; Riccati equations; delays; discrete time systems; linear stochastic systems; nonminimum phase zeros; polynomial matrix; singular filtering; spectral interactor matrix; square transfer matrix; Delay estimation; Delay systems; Filtering; H infinity control; Matrix decomposition; Null space; Polynomials; Riccati equations; Terminology; Transfer functions;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.402250

Filename

402250