TY - JOUR
T1 - A transfer function approach to the linear discrete stationary filtering and the steady-state discrete optimal control problems
AU - Shaked, U.
PY - 1979/2
Y1 - 1979/2
N2 - A transfer function form, in tho z domain, of the discrete time stationary algebraic Riccati equation is investigated. A discrete generalized spectral factorization technique that copes with unstable plants is introduced. This factorization is used to provide an efficient way for solving the Riccati equation and tho proposed method is easily extended to cope, in the filtering problem. with coloured signals. The superiority of its computational method for systems having a small number of inputs and outputs Is discussed.
AB - A transfer function form, in tho z domain, of the discrete time stationary algebraic Riccati equation is investigated. A discrete generalized spectral factorization technique that copes with unstable plants is introduced. This factorization is used to provide an efficient way for solving the Riccati equation and tho proposed method is easily extended to cope, in the filtering problem. with coloured signals. The superiority of its computational method for systems having a small number of inputs and outputs Is discussed.
UR - http://www.scopus.com/inward/record.url?scp=0018431658&partnerID=8YFLogxK
U2 - 10.1080/00207177908922699
DO - 10.1080/00207177908922699
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AN - SCOPUS:0018431658
SN - 0020-7179
VL - 29
SP - 279
EP - 291
JO - International Journal of Control
JF - International Journal of Control
IS - 2
ER -