H/sub infinity / inferential filtering, prediction and smoothing problems

A new type of H/sub infinity / optimal linear estimation problem is considered where no direct measurement of the output to be estimated is available. The optimal filter, predictor, and smoother are derived. The solution is obtained in polynomial matrix form. This represents a modern approach to the classical Wiener filtering problem. The advantage of the solution is that it can be used to solve a class of problems of practical importance where currently no transfer-function or polynomial-based solution is available.<>