HFixed-Lag Smoothing and Prediction for Linear Continous-Time Systems

Huanshui Zhang, Dapeng Zhang, Lihua Xie

Research output: Journal article publicationConference articleAcademic researchpeer-review

12 Citations (Scopus)


This paper addresses the H∞fixed-lag smoothing and prediction problems for linear continuous-time systems. We first present a solution to the optimal H2estimation problem for linear continuous-time systems with instantaneous and delayed measurements, It is then shown that the H∞fixed-lag smoothing and prediction problems can be converted to the latter problem in Krein space. Therefore, the H2estimation is extended to give conditions on the existence of a H∞fixed-lag smoother and predictor based on innovation analysis and projection in Krein space and a solution for H∞smoother or predictor is given in terms of a Riccati differential equation and matrix differential equations.
Original languageEnglish
Pages (from-to)4201-4206
Number of pages6
JournalProceedings of the American Control Conference
Publication statusPublished - 7 Nov 2003
Event2003 American Control Conference - Denver, CO, United States
Duration: 4 Jun 20036 Jun 2003

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

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