Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/1206
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dc.contributorDepartment of Computing-
dc.creatorZhang, H-
dc.creatorZhang, DD-
dc.creatorXie, L-
dc.date.accessioned2014-12-11T08:27:18Z-
dc.date.available2014-12-11T08:27:18Z-
dc.identifier.isbn0-7803-7924-1-
dc.identifier.urihttp://hdl.handle.net/10397/1206-
dc.language.isoenen_US
dc.publisherIEEEen_US
dc.rights© 2003 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.en_US
dc.rightsThis material is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. In most cases, these works may not be reposted without the explicit permission of the copyright holder.en_US
dc.subjectBoundary conditionsen_US
dc.subjectCostsen_US
dc.subjectError analysisen_US
dc.subjectMatrix algebraen_US
dc.subjectPartial differential equationsen_US
dc.subjectProblem solvingen_US
dc.subjectRandom processesen_US
dc.subjectRiccati equationsen_US
dc.subjectTheorem provingen_US
dc.titleNecessary and sufficient condition for finite horizon H[sub ∞] estimation of time delay systemsen_US
dc.typeConference Paperen_US
dc.description.otherinformationAuthor name used in this publication: David Zhangen_US
dcterms.abstractThis 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.-
dcterms.accessRightsopen accessen_US
dcterms.bibliographicCitation42nd IEEE Conference on Decision and Control : December 9-12, 2003, Maui, Hawaii, USA : proceedings, v. 6, p. 5735-5740-
dcterms.issued2003-
dc.identifier.scopus2-s2.0-1542288324-
dc.description.oaVersion of Recorden_US
dc.identifier.FolderNumberOA_IR/PIRAen_US
dc.description.pubStatusPublisheden_US
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