Identification for robust H2 deconvolution filtering

This paper addresses robust deconvolution filtering when the system and noise dynamics are obtained by parametric system identification. Consistent with standard identificationmethods, the uncertainty in the estimated parameters is represented by an ellipsoidal uncertainty region. Three problems are considered: (1) computation of the worst case H2 performance of a given deconvolution filter in this uncertainty set; (2) design of a filter which minimizes the worst case H2 performance in this uncertainty set; (3) input design for the identification experiment, subject to a limited input power budget, such that the filter in (2) gives the smallest possible worst case H2 performance. It is shown that there are convex relaxations of the optimization problems corresponding to (1) and (2) while the third problem can be treated via iterating between two convex optimization problems. © 2010 Elsevier Ltd. All rights reserved.