Optimally (suboptimally) input-decoupled filtering without statistical information on the input-H∞ filtering
We have been relaxing the performance requirements progressively and successively in previous chapters. Chapter 7 considers exact-input-decoupled (EID) filtering problems. When this is not possible, Chapters 8 and 9 consider almostinput-decoupled (AID) filtering problems, respectively, for the two cases, when the input is white noise and when no statistical information about the input is known. In Chapter 10, we look at optimally-input-decoupled (OID) filtering problems for the case when the input is white noise. As a natural continuation, this chapter looks at the optimally-input-decoupled (OID) filtering problems for the case when no information about the input is available except that it has a finite RMS value.
KeywordsUnit Circle Transfer Matrix Imaginary Axis Error Dynamic Auxiliary System
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