Almost input-decoupled filtering without statistical assumptions on input
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.
KeywordsTransfer Matrix Imaginary Axis Solvability Condition Statistical Assumption Error Dynamic
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