Title :
A New Approach to H/spl infin/ Deconvolution Filtering
Author :
Lu, Xiao ; Zhang, Huanshui ; Wang, Wei ; Zhang, Chenghui
Author_Institution :
Res. Center of Inf. & Control, Dalian Univ. of Technol.
Abstract :
The paper is concerned with the finite horizon white noise deconvolution problem in an Hinfin setting for a linear time-varying discrete-time system described by state space model. A new approach to the problem is presented by introducing Krein space. The solution to the Hinfin white noise smoother is given in terms of solutions to Riccati equations. More importantly, the presented approach in the paper can be applied to solve the more complicated problems such as Hinfin white noise fixed-lag smoothing and many practical problems
Keywords :
Hinfin control; Riccati equations; deconvolution; discrete time systems; filtering theory; linear systems; state-space methods; time-varying systems; white noise; Hinfin deconvolution filtering; Krein space; Riccati equations; finite horizon white noise deconvolution problem; linear time-varying discrete-time system; state space model; Control systems; Deconvolution; Filtering; Hydrogen; Nonlinear filters; Polynomials; Riccati equations; State-space methods; Time varying systems; White noise;
Conference_Titel :
American Control Conference, 2006
Conference_Location :
Minneapolis, MN
Print_ISBN :
1-4244-0209-3
Electronic_ISBN :
1-4244-0210-7
DOI :
10.1109/ACC.2006.1657623
