Parametrization of All Stable Unbiased ℋ∞ Estimators Based on Model Matching

Abstract

This paper considers the H∞ estimation problem by using a model matching technique. For a given possibly unstable plant, the H∞ estimation problem is reduced to a standard model matching problem by introducing a class of all stable and unbiased estimators. Based on Nehari's theorem, a necessary and suffcient condition for the existence of a solution of the H∞ estimation problem is derived in terms of an H∞-type algebraic Riccati equation. The LFT representation of the class of all solutions is also developed.