What question did this study set out to answer?

To solve discrete-time minimum variance and H-infinity optimal linear estimation problems using a polynomial systems framework.

July 1, 1990IEEE Transactions on Acoustics Speech and Signal Processing

Solution of the H/sub infinity / optimal linear filtering problem for discrete-time systems

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Authors

MGM.J. GrimbleNanyang Technological University ASAh SayedUniversity of Strathclyde

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Implication

Theoretical analysis demonstrates polynomial solutions for discrete-time H-infinity and minimum variance estimation, indicating unique utility across varied signal processing conditions.

Key Points

To solve discrete-time minimum variance and H-infinity optimal linear estimation problems using a polynomial systems framework.
Formulated the discrete-time l2 minimum variance filtering problem (equivalent to Wiener or Kalman filtering) in polynomial matrix form.
Developed an algebraic polynomial solution to the H-infinity estimation problem for scalar discrete-time systems.
Demonstrated the computational procedures through multiple analytical examples.
Established polynomial matrix equations that directly yield optimal discrete-time l2 filters and predictors.
Derived explicit computational procedures for scalar discrete-time H-infinity estimators designed to bound worst-case estimation errors.
Demonstrated that H-infinity and minimum variance estimators suit fundamentally distinct operational environments.

Cite This Study

Grimble et al. (1990) studied this question.

synapsesocial.com/papers/6a7229cd5d37378ac1df0df7 https://doi.org/10.1109/29.57538

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Implication

Theoretical analysis demonstrates polynomial solutions for discrete-time H-infinity and minimum variance estimation, indicating unique utility across varied signal processing conditions.

Solution of the H/sub infinity / optimal linear filtering problem for discrete-time systems

Discussion

Member takes

Implication

Key Points

Cite This Study

Solution of the H/sub infinity / optimal linear filtering problem for discrete-time systems

Discussion

Member takes

Implication

Key Points

Cite This Study

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