Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/218
Title: Finite horizon H[sub ∞] fixed-lag smoothing for time-varying continuous systems
Authors: Zhang, H
Zhang, DD 
Keywords: Continuous-time systems
Fixed-lag smoothing
H∞
Innovation approach
Time varying
Issue Date: Sep-2004
Publisher: IEEE
Source: IEEE transactions on circuits and systems. II, Express briefs, Sept. 2004, v. 51, no. 9, p. 496-499 How to cite?
Journal: IEEE transactions on circuits and systems. II, Express briefs 
Abstract: In this paper, we aim to solve the long-standing H∞ fixed-lag smoothing problem for time-varying continuous systems. By applying a novel innovation analysis approach in an indefinite linear space, a sufficient and necessary condition for the existence of an H[sub ∞] fixed-lag smoother is derived. The H[sub ∞] smoother is calculated by performing the linear matrix differential equation and the integral equation.
URI: http://hdl.handle.net/10397/218
ISSN: 1057-7130
DOI: 10.1109/TCSII.2004.832771
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