Name
Abstract | ||
|---|---|---|
The paper is to investigate the white noise fixed-lag smoothing problem in an H"~ setting for continuous-time systems. Although H"2 white noise fixed-lag smoothing and filtering have been well studied, the white noise smoothing under H"~ index remains difficult since the latter is equivalent to a time delay problem. Actually, by introducing a Krein-space state space model, it will be shown that the H"~ white noise central smoother is an H"2 fixed-lag smoothing with delayed measurements. To overcome the time delay, the re-organized innovation analysis approach is adopted in this paper. The derived fixed-lag smoother is given in terms of two differential Riccati equations (DREs) with the same order as that of the original system. |
Year | DOI | Venue |
|---|---|---|
2007 | 10.1016/j.sigpro.2006.06.010 | Signal Processing |
Keywords | DocType | Volume |
continuous time system,delayed measurement,krein-space state space model,time delay problem,white noise fixed-lag,white noise fixed-lag smoothing,white noise,time delay,white noise h,differential riccati equation,fixed-lag smoothing,continuous-time system,h,state space model,riccati equation,indexation | Journal | 87 |
Issue | ISSN | Citations |
3 | Signal Processing | 3 |
PageRank | References | Authors |
0.40 | 5 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Huanshui Zhang | 1 | 1031 | 109.17 |
| Gang Feng | 2 | 7753 | 468.09 |
| lu xiao | 3 | 123 | 14.27 |