A New Approach to the H∞ Design of Optimal Digital Linear Filters
- 1 June 1989
- journal article
- research article
- Published by Oxford University Press (OUP) in IMA Journal of Mathematical Control and Information
- Vol. 6 (2) , 233-251
- https://doi.org/10.1093/imamci/6.2.233
Abstract
A novel approach to the solution of the H ∞ estimation problem is developed. The solution is arrived at by embedding the problem within a fictitious mathematically equivalent l 2 framework in which a stable prefilter is introduced at the input of each noise source. The development is straightforward and relies on a polynomial system technique. Two numerical examples are presented to demonstrate the proposed approach.Keywords
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