15th Triennial World Congress of the International Federation of Automatic Control
  Barcelona, 21–26 July 2002 
A DUAL J-LOSSLESS FACTORISATIONS FOR SUBOPTIMAL H – ESTIMATION IN DELTA DOMAIN
Piotr Suchomski
Technical University of Gdansk, WETI-KSA
Narutowicza 11/12, 80-952 Gdansk, Poland

The paper deals with a problem of numerical conditioning of basic J-lossless factorisations associated with suboptimal H norm estimation of discrete-time processes described in the so-called delta-domain. State space formulae for dual J-lossless factorisations of a chain scattering representation of the estimated process are given. Solutions (estimators) are obtained via solving two coupled algebraic Riccati equations. A relative condition number of the delta-domain algebraic Riccati equation is developed as a measure of numerical conditioning of these equations. A numerical example is given to show that solutions obtained for the delta-operator approach are much better-conditioned than its counterpart versions based on the common forward shift operator.
Keywords: estimation algorithms, linear filters, numerical algorithms, Optimal estimation, Riccati equations
Session slot T-Fr-M05: Computer Aided Control Design Methodologies/Area code 5c : Computer Aided Control Systems Design