A transfer function approach to the linear discrete stationary filtering and the steady-state discrete optimal control problems

U. Shaked*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish
Pages (from-to)279-291
Number of pages13
JournalInternational Journal of Control
Volume29
Issue number2
DOIs
StatePublished - Feb 1979

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