• DocumentCode
    1107795
  • Title

    Finite horizon H∞ fixed-lag smoothing for time-varying continuous systems

  • Author

    Huanshui Zhang ; Zhang, David

  • Author_Institution
    Dept. of Comput., Hong Kong Polytech. Univ., China
  • Volume
    51
  • Issue
    9
  • fYear
    2004
  • Firstpage
    496
  • Lastpage
    499
  • Abstract
    In this paper, we aim to solve the long-standing H∞ fixed-lag smoothing problem for time-varying continuous systems. By applying a novel innovation analysis approach in an indefinite linear space, a sufficient and necessary condition for the existence of an H∞ fixed-lag smoother is derived. The H∞ smoother is calculated by performing the linear matrix differential equation and the integral equation.
  • Keywords
    H∞ optimisation; continuous time filters; integral equations; linear differential equations; matrix algebra; smoothing methods; time-varying filters; continuous-time systems; finite horizon fixed-lag smoothing; indefinite linear space; innovation analysis; integral equation; linear matrix differential equation; time-varying continuous systems; Continuous time systems; Differential equations; Filtering; Integral equations; Noise level; Noise measurement; Smoothing methods; State estimation; Technological innovation; Time varying systems; Continuous-time systems; H $infty$; fixed-lag smoothing; innovation approach; time varying;
  • fLanguage
    English
  • Journal_Title
    Circuits and Systems II: Express Briefs, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1549-7747
  • Type

    jour

  • DOI
    10.1109/TCSII.2004.832771
  • Filename
    1335533
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1107795