• DocumentCode
    697355
  • Title

    Robust generalized H2 smoothing with unbiasedness

  • Author

    Bittanti, Sergio ; Cuzzola, Francesco Alessandro

  • Author_Institution
    Dipt. di Elettron. e Inf., Politec. di Milano, Milan, Italy
  • fYear
    2001
  • fDate
    4-7 Sept. 2001
  • Firstpage
    2082
  • Lastpage
    2087
  • Abstract
    In this paper we pose the smoothing problem in an LMI framework. Our formulation, which refers to linear discrete-time and time-varying systems, is general enough to include the deconvolution problem as a particular case. Furthermore, the so-called singular case is treated as well. The focus is on the forward-backward estimation technique with an H2 performance criterion.
  • Keywords
    H2 filters; deconvolution; discrete time systems; estimation theory; linear matrix inequalities; linear systems; robust control; smoothing methods; H2 performance criterion; LMI framework; deconvolution problem; forward-backward estimation technique; linear discrete-time system; linear time-varying system; robust generalized H2 smoothing with unbiasedness; singular case; smoothing problem; Covariance matrices; Estimation error; Fault detection; Robustness; Smoothing methods; Symmetric matrices; Fault Detection; Filtering; H2 Performance; Smoothing; Unbiasedness;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (ECC), 2001 European
  • Conference_Location
    Porto
  • Print_ISBN
    978-3-9524173-6-2
  • Type

    conf

  • Filename
    7076229