Almost input-decoupled filtering without statistical assumptions on input

Abstract

Chapter 8 considers almost input-decoupled (AID) filtering problems under white noise input with a known power spectral density (PSD). The objective of Chapter 8 is to check whether it is possible to make the impact of the unknown input on the asymptotic error arbitrarily small. Under white noise input with a known PSD, whenever the performance measure is the RMS norm of the error signal, such an objective translates to an objective of reducing the H₂ norm of the transfer function from the unknown input to the error signal.