A New Approach to the H_∞ Design of Optimal Digital Linear Filters 论文

摘要

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.