Array algorithms for H-infinity estimation

In this paper we develop array algorithms for H-infinity filtering. These a lgorithms can be regarded as the Krein space generalizations of H-2 array a lgorithms, which are currently the preferred method for implementing H-2 bi ters, The array algorithms considered include typo main families: square-ro ot array algorithms, which are typically numerically more stable than conve ntional ones, and fast array algorithms which, when the system is time-inva riant, typically offer an order of magnitude reduction in the computational effort. Both have the interesting feature that one does not need to explic itly check for the positivity conditions required for the existence of H-in finity filters, as these conditions are built into the algorithms themselve s, However, since H-infinity square-root algorithms predominantly use J-uni tary transformations, rather than the unitary transformations required in t he H-2 case, further investigation is needed to determine the numerical beh avior of such algorithms.