A Frequency Domain Approach to the Problems of H∞-Minimum Error State Estimation and Deconvolution

Uri Shaked, Yahali Theodor

Research output: Contribution to journalArticlepeer-review

20 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)3001-3011
Number of pages11
JournalIEEE Transactions on Signal Processing
Volume40
Issue number12
DOIs
StatePublished - Dec 1992

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