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|Title:||Necessary and sufficient condition for finite horizon H[sub ∞] estimation of time delay systems|
Partial differential equations
|Source:||42nd IEEE Conference on Decision and Control : December 9-12, 2003, Maui, Hawaii, USA : proceedings, v. 6, p. 5735-5740 How to cite?|
|Abstract:||This paper is concerned with the problems of finite horizon H[sub ∞] filtering, prediction and fixed-lag smoothing for linear continuous-time systems with multiple delays. By applying an innovation approach in Krein space, a necessary and sufficient condition for the existence of an H[sub ∞] filter, predictor or smoother is derived. The estimator is given in terms of the solution of a partial differential equation with boundary conditions. The innovation approach in Krein space enables us to convert the very complicated deterministic estimation problem into a stochastic one to which a simple H₂ innovation analysis method can be adapted. The result of this paper demonstrates that the Krein space approach is powerful in solving otherwise very complicated H∞ problems. Our result is in contrast with many recent sufficient conditions for H[sub ∞] filtering of delay systems.|
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|Appears in Collections:||Conference Paper|
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