Finite Horizon HFixed-lag Smoothing for Time-Varying Continuous Systems

Huanshui Zhang, Dapeng Zhang

Research output: Journal article publicationJournal articleAcademic researchpeer-review

15 Citations (Scopus)


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 languageEnglish
Pages (from-to)496-499
Number of pages4
JournalIEEE Transactions on Circuits and Systems II: Express Briefs
Issue number9
Publication statusPublished - 1 Jan 2004


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

ASJC Scopus subject areas

  • Electrical and Electronic Engineering


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