Connections between H2 optimal filters and unknown input observers - Performance limitations of H2 optimal filtering

Ali Saberi, Antonie Arij Stoorvogel, Peddapullaiah Sannuti

    Research output: Contribution to conferencePaperAcademicpeer-review

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    This paper establishes a connection between the unknown input observer problem (also known as the exact input-decoupling filtering problem) and the Kalman filtering problem. Such a connection leads to a better understanding of filtering. As a consequence of this, tools for the analysis as well as synthesis of filters can be developed. Moreover, such tools can be utilized to establish performance limitations of Kalman filtering as related to the structural properties of the given system.
    Original languageUndefined
    Number of pages6
    Publication statusPublished - Jul 2004
    Event2004 American Control Conference, ACC 2004 - Boston, United States
    Duration: 30 Jun 20042 Jul 2004


    Conference2004 American Control Conference, ACC 2004
    Abbreviated titleACC
    CountryUnited States


    • EWI-16656
    • IR-69071

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