Discrete-time singular observers: H2/Hinfinity optimality and unknown inputs
A relationship between the disturbance patterns considered in a system model and the structure of optimal observers for the system is investigated. It is shown that different disturbance patterns lead to different specific observer structures. The ``hard disturbances of entirely arbitrary nature and the ``soft ones with some particular characterization (as being Gaussian or belonging to \(l_2\)) are considered. The hard disturbances are decoupled while the soft are only attenuated. A family of observers is presented and a smooth transition between particular extreme cases through the general case is provided.
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