Constrained deconvolution: A game theory approach in an H∞ setting

In this paper we solve the constrained deconvolution problem by state space approach in an H
∞
setting. The problem addressed is the design of a nonlinear estimator that guarantees H
∞
performance on infinite horizon for the estimation error by using the Game Theory technic. The method proposed is useful in cases where the statistics of the disturbance and the noise signal are not completely known. We used the technic proposed to estimate heat production rate from the knowledge of the temperature.