In what city was 'Hill Street Blues' set?

The Hill Street Station was located in the 'ghetto of a large unnamed Eastern city' according to The Complete Directory to Prime Time Network TV Shows.

The pilot script said the show took place in an unnamed Midwestern city. Throughout the show's seven-year run, the exact name of the city was never mentioned. The opening credit sequence was shot in Chicago, while the episodes were shot in Los Angeles. Location scouts said it was hard to find L.A. locations for the show because the locations could not have visible palm trees. At least the first episode (possibly as many as the first three) was shot on location in Chicago.

http://www.imdb.com/title/tt0081873/trivia

Hill Street Blues was meant to be set in an 'anonymous' inner city on the east side of the United States. The police precincts were Decker Avenue, Hill Street, Jefferson Heights, Midtown, Polk Avenue and South Ferry. Many people mistakenly thought it was set in New York and the writers did seem to tease people by mixing different filmed locations and making reference to different areas in different episodes.

In fact it was filmed mainly in Los Angeles and Chicago. The opening sequences featured aerial shots of Chicago's railways. The police patrol cars are almost identical to the Chicago ones of the time, the words 'Chicago Police' being replaced with 'Metro Police'.

The Precinct House used for link shots and in the closing sequences, was in fact, a real police station. Built in 1889, the Maxwell Street Police Station at Maxwell and Morgan finally closed it doors in 1997. However, it was renovated and is now the home of the University of Illinois Campus Police.

In the last episode of Hill Street Blues, the precinct house is gutted by fire.
https://www.youtube.com/watch?v=6GxR2FLC1WM