On the \(H^{\infty}\) fixed-lag smoothing: How to exploit the information preview.

DOI10.1016/S0005-1098(03)00141-9zbMath1033.93066OpenAlexW2008790325MaRDI QIDQ1410382

Leonid Mirkin

Publication date: 14 October 2003

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(03)00141-9

zbMATH Keywords

\(J\)-spectral factorizationRiccati equation\(H^\infty\) estimationfixed-lag smoothing

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) (H^infty)-control (93B36) Data smoothing in stochastic control theory (93E14) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68)

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Measurable Disturbance Decoupling for Impulsive Switching Linear Systems ⋮ \(H_{2}\) control of preview systems ⋮ Optimal tracking control across erasure communication links in the presence of preview ⋮ Minimax FIR smoothers for deterministic continuous-time state space models ⋮ A state-space solution of bilateral Diophantine equations over \({\mathcal {RH}}_\infty\) ⋮ On the approximation of distributed-delay control laws ⋮ Kalman filtering for time-delayed linear systems ⋮ On implementations of H² preview output feedback law with application to LFC with load demand prediction ⋮ \(H_{2}\)-optimal rejection with preview in the continuous-time domain ⋮ Computationally efficient infinite-horizon indefinite model predictive control with disturbance preview information

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