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research article

Array algorithms for Hoo estimation

Hassibi, B.
•
Kailath, T.
•
Sayed, Ali H.  
2000
IEEE Transactions on Automatic Control

We develop array algorithms for H/sup /spl infin// filtering. These algorithms can be regarded as the Krein space generalizations of H/sup 2/ array algorithms, which are currently the preferred method fur implementing H/sup 2/ filters. The array algorithms considered include two main families: square-root array algorithms, which are typically numerically more stable than conventional ones, and fast array algorithms which, when the system is time-invariant, typically offer an order of magnitude reduction in the computational effort. Both have the interesting feature that one does not need to explicitly check for the positivity conditions required for the existence of H/sup /spl infin// filters, as these conditions are built into the algorithms themselves. However, since H/sup /spl infin// square-root algorithms predominantly use J-unitary transformations, rather than the unitary transformations required in the H/sup 2/ case, further investigation is needed to determine the numerical behavior of such algorithms.

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Type
research article
DOI
10.1109/9.847105
Author(s)
Hassibi, B.
Kailath, T.
Sayed, Ali H.  
Date Issued

2000

Published in
IEEE Transactions on Automatic Control
Volume

45

Issue

4

Start page

702

End page

706

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
ASL  
Available on Infoscience
December 19, 2017
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/143238
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