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• W2109619905 abstract "A solution to the standard suboptimal H, filtering problem is presented using a new polynomial systems ap- proach. The polynomial matrix solution is closely related to the recent H, state-space-based Riccati equation results, and the links between the polynomial and state-equation methodologies are demonstrated. The H, filter is derived by solving a special type of minimum-variance filtering problem, using a technique based on game theory. The solution of this game problem in a stochastic setting, by polynomial methods, is novel. The cal- culation of the H, filter involves a J-spectral factorization and the solution of two coupled diophantine equations. There are several computational advantages over previous polynomial methods for calculating H, filters." @default.
• W2109619905 created "2016-06-24" @default.
• W2109619905 creator A5086308371 @default.
• W2109619905 date "1993-01-01" @default.
• W2109619905 modified "2023-09-26" @default.
• W2109619905 title "Polynomial Matrix Solution of the H/Infinity/ Filtering Problem and the Relationship to Riccati Equation State-Space Results" @default.
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• W2109619905 doi "https://doi.org/10.1109/tsp.1993.193128" @default.
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