H/sub infinity / state estimation for linear periodic systems

This note deals with the H/sub infinity / state estimation problem for linear periodic systems. The question addressed is the design of an unbiased linear periodic and asymptotically stable estimator that achieves a prescribed H/sub infinity / performance on an infinite horizon. Necessary and sufficient conditions for the existence of a periodic estimator have been derived. Asymptotic properties of the finite horizon estimation problem when the time-horizon tends to infinity are also investigated.<
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