H2 Deconvolution Fixed-Lag Smoothing for Linear Systems with Multiplicative Noises

被引：0
|
作者：
Lu, Xiao [1 ]
Wang, Xi [1 ]
Wang, Haixia [1 ]
机构：
[1] Shandong Univ Sci & Technol, Key Lab Robot & Intelligent Technol Shandong Prov, Qingdao 266590, Peoples R China
来源：
PROCEEDINGS OF THE 31ST CHINESE CONTROL CONFERENCE | 2012年
基金：
中国博士后科学基金;
关键词：
H-2; smoothing; Fixed-lag smoother; Deconvolution; Riccati equation; TIME SYSTEMS; STATE;
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 paper is dealt with the H-2 fixed-lag deconvolution smoothing problem for linear systems. The problem is different from the standard H-2 deconvolution filter or smoother, since the system is disturbed with multiplicative noises. Furthermore, multiplicative noises both occur in the system state equation and the observation equations. The H-2 fixed-lag deconvolution smoother is given by solving Riccati equations and Lyapunov equation based on the projection theorem and innovation analysis. An numerical example is give to show the efficiency of the proposed H-2 fixed-lag deconvolution smoother.
引用
收藏
页码：155 / 159
页数：5
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