Name
Abstract | ||
|---|---|---|
This note studies the finite horizon H∞ fixed-lag smoothing problem for linear continuous time-varying systems. A technique named as reorganized innovation analysis in Krein space is developed to give a necessary and sufficient condition for the existence of an H∞ fixed-lag smoother. The condition is given in terms of the boundedness of two matrix functions which are derived from the solutions of two Riccati differential equations (RDEs), one standard H∞ filtering RDE and one H2 type of RDE. Examples demonstrate the proposed H∞ fixed-lag smoother design and the fact that the existence of an H∞ smoother does not depend on the solvability of H∞ filtering. |
Year | DOI | Venue |
|---|---|---|
2004 | 10.1109/TAC.2004.838493 | IEEE Trans. Automat. Contr. |
Keywords | DocType | Volume |
Riccati differential equations,finite horizon H∞ fixed-lag smoothing problem,Krein space,innovation analysis,continuous-time systems,H∞ control,time-varying systems,control system synthesis,matrix algebra,riccati equation,matrix functions,krein space,linear continuous time-varying systems,reorganized innovation analysis,continuous time systems,Riccati equations,linear systems,h∞ fixed-lag smoothing | Journal | 49 |
Issue | ISSN | Citations |
12 | 0018-9286 | 2 |
PageRank | References | Authors |
0.60 | 2 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Huanshui Zhang | 1 | 1031 | 109.17 |
| Lihua Xie | 2 | 5686 | 405.63 |
| Wei Wang | 3 | 116 | 7.61 |
| lu xiao | 4 | 123 | 14.27 |