On optimal ℓ to ℓ filtering

Petros Voulgaris

Research output: Contribution to journalArticlepeer-review


In this paper we consider the problem of finding a filter that minimizes the worst case magnitude (ℓ) of the estimation error in the case of linear time-invariant systems subjected to unknown but magnitude-bounded (ℓ) inputs. These inputs consist of process and observation noise, as well as initial conditions; also, the optimization problem is considered over an infinite time horizon. Taking a model matching approach, suboptimal solutions are presented that stem from the resulting ℓ-induced norm-minimization problem.

Original languageEnglish (US)
Pages (from-to)489-495
Number of pages7
Issue number3
StatePublished - Mar 1995


  • Optimal estimation
  • discrete-time systems
  • infinite horizon
  • model matching
  • worst case

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Electrical and Electronic Engineering

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