摘要: Consideration is given to the problems of filtering and smoothing for linear systems in an H/sup infinity / setting, i.e. plant measurement noises have bounded energies (are L/sub 2/), but are otherwise arbitrary. Two distinct situations initial condition system considered: one case assumed known; other it not known, condition, plant, noise some weighted ball R/sup n/*L/sub 2/. Both finite-horizon infinite-horizon cases considered. The authors present necessary sufficient conditions existence estimators (both filters smoothers) that achieved a prescribed performance bound develop algorithms result within bounds. They also optimal smoother. approach uses basic quadratic optimization theory time-domain as consequence which time-varying time-invariant can be considered with equal ease. >
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