On the H∞ fixed-lag smoothing:: how to exploit the information preview

被引：54
|
作者：
Mirkin, L [1 ]
机构：
[1] Technion Israel Inst Technol, Fac Mech Engn, IL-32000 Haifa, Israel
来源：
AUTOMATICA | 2003年 / 39卷 / 08期
关键词：
H(infinity) estimation; fixed-lag smoothing; J-spectral factorization; Riccati equation;
D O I：
10.1016/S0005-1098(03)00141-9
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The problem of the continuous-time H(infinity) fixed-lag smoothing over the infinite horizon is studied. The first solution to the problem is derived in terms of one algebraic Riccati equation of the same dimension as in the filtering case and the mechanism by which the performance improvements with respect to the H(infinity) filtering occur is clarified. It is shown that the H(infinity) smoother exploits the information preview in an "H(2) manner". (C) 2003 Elsevier Ltd. All rights reserved.
引用
收藏
页码：1495 / 1504
页数：10
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