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Solutions to Wiener Filtering and Stationary LQG Problem via H₂ Control Theory - Part II : Discrete - Time System
- Source :
- Memoirs of the Faculty of Engineering, Kyoto University. 52(4):259-280
- Publication Year :
- 1990
- Publisher :
- Faculty of Engineering, Kyoto University, 1990.
-
Abstract
- This paper derives the solutions to the Wiener filtering and stationary LQG problem for a discrete-time system by applying the state-space techniques developed for H₂<br />H∞ optimal controls. As mathematical preliminaries, we collect useful operations for the transfer function matrices. We also provide a new proof for the inner-outer factorization algorithm that appears in the discrete-time H₂ optimization.
Details
- Language :
- English
- ISSN :
- 00236063
- Volume :
- 52
- Issue :
- 4
- Database :
- OpenAIRE
- Journal :
- Memoirs of the Faculty of Engineering, Kyoto University
- Accession number :
- edsair.jairo.........ebe6584971744b6a9ed30ae115d367f9