Name
Abstract | ||
|---|---|---|
The H∞ fixed-lag smoothing problem for discrete-time linear systems is considered. It is well known that such a problem can be reformulated as a filtering problem for a suitable augmented system. However, in order to check the solvability of the smoothing problem and compute the relevant gains, one must solve a Riccati equation involving the augmented system matrices, which is an approach that may be inefficient, especially for long lags. In this paper, efficient algorithms are worked out that permit checking of solvability and implementation of the smoother, relying only on the solution of the H∞ filtering Riccati equation. In particular, this provides a fast method to compute the minimum lag guaranteeing a desired attenuation level. |
Year | DOI | Venue |
|---|---|---|
2004 | 10.1109/TSP.2003.820091 | IEEE Transactions on Signal Processing |
Keywords | DocType | Volume |
smoothing problem,discrete-time h,fixed-lag smoothing problem,long lag,discrete-time linear system,augmented system matrix,fast method,suitable augmented system,riccati equation,efficient algorithm,attenuation level,discrete time | Journal | 52 |
Issue | ISSN | Citations |
1 | 1053-587X | 5 |
PageRank | References | Authors |
0.84 | 5 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| P. Bolzern | 1 | 99 | 17.69 |
| P. Colaneri | 2 | 94 | 20.76 |
| G. de Nicolao | 3 | 246 | 54.53 |