When Does the>tex<$H^infty$>/tex<Fixed-Lag Smoothing Performance Saturate for a Finite Smoothing Lag?

DOI10.1109/TAC.2003.821404zbMath1365.93146OpenAlexW1572487603MaRDI QIDQ5273671

Gjerrit Meinsma, Leonid Mirkin

Publication date: 12 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2003.821404

Mathematics Subject Classification ID

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

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