The properties of the minimum H∞-norm filtering estimation error are investigated, and the relation between the optimal estimator and the equalizing solution to the standard H∞-minimization problem is discussed. The optimal estimation method is applied in the multivariable deconvolution problem. A simple deconvolution filter of minimum order is obtained which minimizes the H∞-norm of the deconvolution error. The proposed methods of optimal estimation and deconvolution are useful in cases where the statistics of the disturbance and the noise signals are not completely known, or in cases where it is required to minimize the maximum singular value of the estimation, or the deconvolution, error spectrum.
|Number of pages||11|
|Journal||IEEE Transactions on Signal Processing|
|State||Published - Dec 1992|