Connections between H2 optimal filters and unknown input observers : performance limitations of H2 optimal filtering

A. Saberi, A.A. Stoorvogel, P. Sannuti

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

1 Citation (Scopus)

Abstract

This paper establishes a connection between the unknown input observer problem (also known as the exact input-decoupling filtering problem) and the Kalman filtering problem. Such a connection leads to a better understanding of filtering. As a consequence of this, tools for the analysis as well as synthesis of filters can be developed. Moreover, such tools can be utilized to establish performance limitations of Kalman filtering as related to the structural properties of the given system.
Original languageEnglish
Title of host publicationProceedings 2004 American Control Conference, Boston MA, USA, June 30-July 2, 2004
Place of PublicationPiscataway NJ, USA
PublisherInstitute of Electrical and Electronics Engineers
Pages3460-3465
ISBN (Print)0-7803-8335-4
Publication statusPublished - 2004

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