Array algorithms for H-infinity estimation

We develop array algorithms for H-infinity filtering. These algorithms can be regarded as the Krein space generalizations of H2 array algorithms, which are currently the preferred method for implementing H2 filters. The array algorithms considered include two main families: square-root array algorit...

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Bibliographic Details

Published in:	IEEE transactions on automatic control Vol. 45; no. 4; pp. 702 - 706
Main Authors:	Hassibi, Babak, Kailath, Thomas, Sayed, Ali H
Format:	Journal Article
Language:	English
Published:	01.04.2000
ISSN:	0018-9286
Online Access:	Get full text
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