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...
Saved in:
| Published in: | IEEE transactions on automatic control Vol. 45; no. 4; pp. 702 - 706 |
|---|---|
| Main Authors: | , , |
| Format: | Journal Article |
| Language: | English |
| Published: |
01.04.2000
|
| ISSN: | 0018-9286 |
| Online Access: | Get full text |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Summary: | 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 algorithms, which are typically numerically more stable than conventional ones, and fast array algorithms which, when the system is time-invariant, typically offer an order of magnitude reduction in the computational effort. Both have the interesting feature that one does not need to explicitly check for the positivity conditions required for the existence of H-infinity filters, as these conditions are built into the algorithms themselves. However, since H-infinity square-root algorithms predominantly use J-unitary transformations, rather than the unitary transformations required in the H2 case, further investigation is needed to determine the numerical behavior of such algorithms. (Author) |
|---|---|
| Bibliography: | ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23 |
| ISSN: | 0018-9286 |
| DOI: | 10.1109/9.847105 |