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

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.