Reduced-order H/sub /spl infin// filtering for discrete-time, linear, time-varying systems

The reduced-order, H/sub /spl infin// filtering problem for discrete-time, linear, time-varying systems is considered. A solution is obtained by converting the reduced-order, filtering problem into a full-order, filtering problem with the same dimension as the reduced-order filter. The resulting filter is unbiased and has a unique realization for each set of design parameters. Furthermore, it is shown that the previously proposed solution is independent of the H/sub /spl infin// design parameters and, therefore, does not represent a solution to the problem.