The problem of H∞-minimum error estimation of the states of linear stationary process is solved, independently of the dual H∞-state feedback regulator problem, by applying frequency domain arguments. The properties of the derived solution are investigated and its relation to the equlizing solution of the standard H∞-minimization methods is discussed. The optimal estimation solution is applied also to the multivariable deconvolution problem. A simple deconvolution filter of minimum order is obtained which minimizes the H∞-norm of the deconvolution error.
|Number of pages||5|
|State||Published - 1989|
|Event||1989 IEEE International Conference on Control and Applications, ICCON 1989 - Jerusalem, Israel|
Duration: 3 Apr 1989 → 6 Apr 1989
|Conference||1989 IEEE International Conference on Control and Applications, ICCON 1989|
|Period||3/04/89 → 6/04/89|