On H∞ filtering in multivariable discrete-time systems
Adel Abd Elaziz El‐Sayed, Michael John Grimble, Daniel W. C. Ho · 1988
A new solution for the discrete-time multivariable H, filtering problem is presented. The relationship between the least-squares filtering and H, filtering design methods is considered and the H, filtering solution is obtained by embedding the problem within the least-squares filtering solution.