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- W1570492603 abstract "In this paper we consider the problem of finding a filter that minimizes the worst-case magnitude (l/sub /spl infin//) of the estimation error in the case of linear periodically time-varying systems subjected to unknown but magnitude-bounded (l/sub /spl infin//) inputs. These inputs consist of process and observation noises, and the optimization problem is considered over an infinite-time horizon. Lifting techniques are utilized to transform the problem to a time invariant l/sub 1/-model matching problem subject to additional constraints. Taking advantage of the particular structure of the estimation problem, it is shown how standard methods of l/sub 1/ optimization, in particular the delay augmentation technique, can be suitably modified to solve this nonstandard problem." @default.
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- W1570492603 date "1996-01-01" @default.
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- W1570492603 title "Optimal l/sub ∞/ to l/sub ∞/ estimation for periodic systems" @default.
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- W1570492603 doi "https://doi.org/10.1109/9.536517" @default.
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