A game theory approach to H/sub /spl infin// deconvolution filter design

Abstract

This paper proposes an H", deconvolution filter design, based on Riccati equations, for linear time-varying uncertain systems. The proposed filter, which is to estimate the unknown input, is derived by using a basic linear-quadratic game approach. The proposed method is useful for the case that does not require statistical information about disturbances. A numerical example is given to demonstrate the performance of the proposed filter.