Array algorithms for H[infon] estimation
We develop array algorithms for H({infinity}) filtering. These algorithms can be regarded as the Krein space generalizations of H (2) array algorithms, which are currently the preferred method fur implementing H(2) filters. The array algorithms considered include two main families: square-root array...
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| Vydané v: | IEEE transactions on automatic control Ročník 45; číslo 4; s. 702 - 706 |
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| Hlavní autori: | , , |
| Médium: | Journal Article |
| Jazyk: | English |
| Vydavateľské údaje: |
New York
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
01.04.2000
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| ISSN: | 0018-9286, 1558-2523 |
| On-line prístup: | Získať plný text |
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| Shrnutí: | We develop array algorithms for H({infinity}) filtering. These algorithms can be regarded as the Krein space generalizations of H (2) array algorithms, which are currently the preferred method fur implementing H(2) 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 H(2) case, further investigation is needed to determine the numerical behavior of such algorithms |
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| Bibliografia: | ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 14 content type line 23 |
| ISSN: | 0018-9286 1558-2523 |
| DOI: | 10.1109/9.847105 |