Optimal L<inf>2</inf>-gain estimator design for distributed parameter systems

Abstract

This paper considers the optimal induced L2-gain estimator design problem for infinite dimensional systems with finite dimensional outputs. It is shown that this problem is equivalent to a dual regulator design problem. Moreover the relationship between the dual problem and a two player differential game is established. A solution to the latter problem is derived which, in turn solves the dual regulator design problem and the optimal estimator problem.