RISK-SENSITIVE FIXED-POINT SMOOTHING ESTIMATION FOR LINEAR DISCRETE-TIME SYSTEMS WITH MULTIPLE OUTPUT DELAYS

被引：0

作者：

ZHAO Hongguo ^{[1
,2
]}

CUI Peng ^{[3
]}

机构：

[1] Postdoctoral Research Station of School of Mathematics,Shandong University

[2] School of Information Science and Technology,Taishan University

[3] School of Control Science and Engineering,Shandong University

来源：

Journal of Systems Science & Complexity | 2013年 / 26卷 / 02期

基金：

中国博士后科学基金;

关键词：

Innovation; Riccati equation; risk-sensitive; time-delay;

D O I：

暂无

中图分类号：

O211.67 [期望与预测];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper investigates the risk-sensitive fixed-point smoothing estimation for linear discrete-time systems with multiple time-delay measurements.The problem considered can be converted into an optimization one in indefinite space.Then the risk-sensitive fixed-point smoother is obtained by solving the optimization problem via innovation analysis theory in indefinite space.Necessary and sufficient conditions guaranteeing the existence of the risk-sensitive smoother are also given when the risk-sensitive parameter is negative.Compared with the conventional approach,a significant advantage of presented approach is that it provides less computational cost.

引用

页码：137 / 150

页数：14

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