Minimax observers of full and reduced order

We consider the problem of optimal observation of unmeasurable variables in linear dynamical systems with the use of observers of full and reduced order. For the observation performance characteristic to be minimized, we take the initial perturbation damping level in the observation error equation defined as the maximum ratio of the L ₂-norm of the error to the Euclidean norm of the corresponding initial state. Conditions for the existence of such minimax observers and their synthesis are stated in the form of linear matrix inequalities.