Hstate estimation for linear periodic systems

Lihua Xie, Carlos E. de Souza

Abstract: This note deals with the H/sub infinity / state estimation problem for linear periodic systems. The question addressed is the design of an unbiased linear periodic and asymptotically stable estimator that achieves a prescribed H/sub infinity / performance on an infinite horizon. Necessary and sufficient conditions for the existence of a periodic estimator have been derived. Asymptotic properties of the finite horizon estimation problem when the time-horizon tends to infinity are also investigated.< >