The problem of H-infinity deconvolution of linear discrete-time stationary
processes is considered where the parameters of the process are partially u
nknown. By the use of the state-space model of the system, the state-space
matrices are assumed to reside in a given polytope, A stationary deconvolve
r is obtained that achieves a preassigned input estimation level for ail of
the matrices in the uncertainty polytope. Two types of deconvolvers are co
nsidered: The first one directly aims at estimating the selected inputs, wh
ereas the second type tries to estimate a dynamically weighted version of t
he input. The theory presented is illustrated via an example of fault detec
tion in a servosystem of an air vehicle.