Grimble, Michael J.; El Sayed, Ahmed Solution of the \(H_{\infty}\) optimal linear filtering problem for discrete-time systems. (English) Zbl 0712.93053 IEEE Trans. Acoust. Speech Signal Process. 38, No. 7, 1092-1104 (1990). Cited in 26 Documents MSC: 93E11 Filtering in stochastic control theory 93C55 Discrete-time control/observation systems Keywords:\(\ell _ 2\)-filtering; \(H_{\infty }\) estimation PDF BibTeX XML Cite \textit{M. J. Grimble} and \textit{A. El Sayed}, IEEE Trans. Acoust. Speech Signal Process. 38, No. 7, 1092--1104 (1990; Zbl 0712.93053) Full Text: DOI OpenURL