H∞ state estimation for linear periodic systems

The H_∞ state estimation problem for linear periodic systems is considered. Special emphasis is given to the infinite-time horizon case and the existence of an unbiased periodic asymptotically stable observer that achieves a prescribed H_∞ performance criterion is discussed. Asymptotic properties of the finite horizon estimation problem are investigated, and it is shown that, under relatively weaker assumptions, a periodic state estimator for the infinite horizon problem is also the limiting solution of a finite horizon estimator as the time horizon tends to infinity