Optimal ℓ to ℓ estimation

Petros Voulgaris

Research output: Chapter in Book/Report/Conference proceedingConference contribution


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 which stem from the resulting ℓ-induced norm minimization problem.

Original languageEnglish (US)
Title of host publicationAmerican Control Conference
Editors Anon
PublisherPubl by IEEE
Number of pages5
ISBN (Print)0780308611
StatePublished - 1993
EventProceedings of the 1993 American Control Conference Part 3 (of 3) - San Francisco, CA, USA
Duration: Jun 2 1993Jun 4 1993

Publication series

NameAmerican Control Conference


OtherProceedings of the 1993 American Control Conference Part 3 (of 3)
CitySan Francisco, CA, USA

ASJC Scopus subject areas

  • Electrical and Electronic Engineering


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