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The H_∞hybrid estimation problem for linear discrete time-varying systems is investigated in this paper,where estimated signals are linear combination of state and input.Design objective requires the worst-case energy gain from disturbance to estimation error to be less than a prescribed level.Optimal solution of the hybrid estimation problem is the saddle point of a two-player zero sum differential game.On the basis of the differential game approach,necessary and sufficient solvable conditions for the hybrid estimation problem are provided in terms of solutions to a Riccati differential equation.Moreover,one possible estimator is proposed if the solvable conditions are satisfied.The estimator is characterized by a gain matrix and an output mapping matrix,where the latter reflects the internal relations between unknown input and output estimation error.At last,a numerical example is provided to illustrate the proposed approach.
The H_∞hybrid estimation problem for linear discrete time-varying systems is investigated in this paper, where estimated signals are linear combination of state and input. Design objective requires the worst-case energy gain from disturbance to estimation error to be less than a prescribed level. Optimal solution of the hybrid estimation problem is the saddle point of a two-player zero sum differential game. On the basis of the differential game approach, necessary and sufficient solvable conditions for the hybrid estimation problem are provided in terms of solutions to a Riccati differential equation .Moreover, one possible estimator is proposed if the solvable conditions are satisfied. The estimator is characterized by a gain matrix and an output mapping matrix, where the latter reflects the internal relations between unknown input and output estimation error .At last, a numerical example is provided to illustrate the proposed approach.