| 引用本文: | 蔡洪.H∞滤波的广义平方根算法.[J].国防科技大学学报,2004,26(1):60-63.[点击复制] |
| CAI Hong.The Generalized Square-root Algorithm for H∞ Filter[J].Journal of National University of Defense Technology,2004,26(1):60-63[点击复制] |
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| H∞滤波的广义平方根算法 |
| 蔡洪 |
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(国防科技大学 航天与材料工程学院，湖南 长沙 410073)
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| 摘要: |
| 研究H∞广义平方根滤波。引入非定矩阵的广义平方根分解，给出了使矩阵三角化的双曲变换矩阵的存在性判别及其求取方法，从而使H∞滤波的存在性判别以及H∞广义平方根滤波的算法得以实现。 |
| 关键词: H∞滤波 平方根滤波 双曲变换 |
| DOI： |
| 投稿日期：2003-08-28 |
| 基金项目:国家留学基金资助项目(20302068) |
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| The Generalized Square-root Algorithm for H∞ Filter |
| CAI Hong |
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(College of Aerospace and Materials Engineering，National Univ. of Defense Technology, Changsha 410073, China)
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| Abstract: |
| We study the square-root algorithm for H∞ filter by introducing the generalized square-root factorization for indefinite matrices. A method to calculate the hyperbolic transformations for triangularizing a given matrix, including the testing of its existence condition, is proposed. The H∞ generalized square-root filter can thereby be algorithmically realized. |
| Keywords: H∞filter square-root filter hyperbolic transformation |
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