A Transfer Function Approach to the Problems of Discrete-Time Systems: Hoptimal Linear Control and Filtering

Isaac Yaesh, Uri Shaked

Research output: Contribution to journalArticlepeer-review

125 Scopus citations

Abstract

A solution is derived to the problems of H-optimal linear state regulation and filtering. The solution method for both problems is based on a transfer function approach which applies standard spectral factorization. Return difference relations are given which are extensions of the relations associated with the linear quadratic problem.

Original languageEnglish
Pages (from-to)1264-1271
Number of pages8
JournalIEEE Transactions on Automatic Control
Volume36
Issue number11
DOIs
StatePublished - Nov 1991

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