Interpolation apprrach to H∞ estimation and its interconnection to loop transfer recovery

This paper proposes to solve the H ∞ optimal estimation problem via interpolation theory. The advantages of this approach are the following. (i) Direct and simple solutions can be obtained for the optimal estimators; (ii) frequency weightings on estimation error and disturbance can be easily incorpo...

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Bibliographic Details
Published in:Systems & control letters 1991, Vol.17 (1), p.29-36
Main Author: Fu, Minyue
Format: Article
Language:English
Subjects:
H∞ control
interpolation theory
loop transfer recovery
Optimal estimation
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Summary:This paper proposes to solve the H ∞ optimal estimation problem via interpolation theory. The advantages of this approach are the following. (i) Direct and simple solutions can be obtained for the optimal estimators; (ii) frequency weightings on estimation error and disturbance can be easily incorporated; and (iii) unnecessary high observer gains can be avoided. We also show the interconnection between the H ∞ optimal estimation problem and the optimal loop transfer recovery problem. The interpolation approach applies to both continuous-time and discrete-time systems.
ISSN:0167-6911
1872-7956
DOI:10.1016/0167-6911(91)90095-V