\(H_{\infty}\) fixed-lag smoothing for discrete linear time-varying systems

DOI10.1016/j.automatica.2004.11.028zbMath1093.93011OpenAlexW2037717010WikidataQ57811588 ScholiaQ57811588MaRDI QIDQ2576088

Yanyan Li

Publication date: 8 December 2005

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2004.11.028

zbMATH Keywords

Riccati difference equationInnovationProjection\(H_{\infty}\)estimationFixed-lag smoothing

Mathematics Subject Classification ID

(H^infty)-control (93B36) Data smoothing in stochastic control theory (93E14)

Related Items (8)

A computationally reduced version of the fast \(\mathrm{H}_\infty\) filter ⋮ A continuous finite-time convergence fixed-lag FIR smoother using multiple IIR filters ⋮ On \(H_{\infty}\) fault estimator design for linear discrete time-varying systems under unreliable communication link ⋮ Minimax FIR smoothers for deterministic continuous-time state space models ⋮ Krein space-based \(H_\infty\) adaptive smoother design for a class of Lipschitz nonlinear discrete-time systems ⋮ Unbiased steady minimum-variance estimation for systems with measurement-delay and unknown inputs ⋮ Kalman filtering for time-delayed linear systems ⋮ Linear quadratic regulation for discrete-time systems with input delay: spectral factorization approach

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• Game theory approach to H/sub ∞/-optimal discrete-time fixed-point and fixed-lag smoothing
• A -spectral factorization approach for H∞ estimation problems in discrete time
• On Discrete-Time<tex>$H_infty$</tex>Fixed-Lag Smoothing

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