Properties of a continuous-time H∞ fixed-interval smoother

被引：0
|
作者：
Einicke, Gariy A. [1 ]
机构：
[1] CSIRO, Pullenvale, Qld 4069, Australia
来源：
PROCEEDINGS OF THE 46TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14 | 2007年
关键词：
smoothing; non-causal filtering; Kalman filtering; H-infinity estimation;
D O I：
暂无
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 minimum-variance fixed-interval smoother is a state-space realization of the Wiener solution generalized for time-varying problems. It involves forward and adjoint Wiener-Hopf factor inverses in which the gains are obtained by solving a Riccati equation. This paper investigates the properties of a continuous-time smoother that employs H-infinity gain matrices. It is shown that the smoother exhibits an increase in mean-square-error, the error is bounded, and the upper error bound is greater than that for the H. filter.
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页码：2478 / 2481
页数：4
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