Finite Horizon H∞Fixed-lag Smoothing for Time-Varying Continuous Systems

Huanshui Zhang; Dapeng Zhang

doi:10.1109/TCSII.2004.832771

Finite Horizon H_∞Fixed-lag Smoothing for Time-Varying Continuous Systems

Huanshui Zhang, Dapeng Zhang

Research output: Journal article publication › Journal article › Academic research › peer-review

15 Citations (Scopus)

Abstract

In this paper, we aim to solve the long-standing H∞fixed-lag smoothing problem for time-varying continuous systems. By applying a novel innovation analysis approach in an indefinite linear space, a sufficient and necessary condition for the existence of an H∞fixed-lag smoother is derived. The H∞smoother is calculated by performing the linear matrix differential equation and the integral equation.

Original language	English
Pages (from-to)	496-499
Number of pages	4
Journal	IEEE Transactions on Circuits and Systems II: Express Briefs
Volume	51
Issue number	9
DOIs	https://doi.org/10.1109/TCSII.2004.832771
Publication status	Published - 1 Jan 2004

Keywords

Continuous-time systems
fixed-lag smoothing
H ∞
innovation approach
time varying

ASJC Scopus subject areas

Electrical and Electronic Engineering

More information

10.1109/TCSII.2004.832771

http://hdl.handle.net/10397/218

Cite this

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