摘要
This note is concerned with the H-infinity deconvolution filtering problem for linear time-varying discretetime systems described by state space models, The H-infinity deconvolution filter is derived by proposing a new approach in Krein space. With the new approach, it is clearly shown that the central deconvolution filter in an H-infinity setting is the same as the one in an H2 setting associated with one constructed stochastic state-space model. This insight allows us to calculate the complicated H-infinity deconvolution filter in an intuitive and simple way. The deconvolution filter is calculated by performing Riccati equation with the same order as that of the original system.
This note is concerned with the H-infinity deconvolution filtering problem for linear time-varying discretetime systems described by state space models, The H-infinity deconvolution filter is derived by proposing a new approach in Krein space. With the new approach, it is clearly shown that the central deconvolution filter in an H-infinity setting is the same as the one in an H2 setting associated with one constructed stochastic state-space model. This insight allows us to calculate the complicated H-infinity deconvolution filter in an intuitive and simple way. The deconvolution filter is calculated by performing Riccati equation with the same order as that of the original system.
基金
supported by the National Natural Science Foundation of China (No.60574016,60804034)
the Natural Science Foundation of Shandong Province (No.Y2007G34)
the National Natural Science Foundation for Distinguished Youth Scholars of China (No.60825304)
973 Program (No.2009cb320600)
the first two authors are also supported by "Taishan Scholarship" Construction Engineering
