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 language | English |
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Pages (from-to) | 1264-1271 |
Number of pages | 8 |
Journal | IEEE Transactions on Automatic Control |
Volume | 36 |
Issue number | 11 |
DOIs | |
State | Published - Nov 1991 |